On the Optimal Control of One-dimensional Quasi-diffusion Processes

DOI10.1002/MANA.19780860114MaRDI QIDQ4191940zbMATH OpenOpenAlexFDO

Authors Jürgen Groh

Publication date 1978

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19780860114

zbMATH Keywords

Infinitesimal GeneratorOne-Dimensional Quasi-Diffusion ProcessesOptimal Control

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20)

Cited in

(1)

• Optimal control of one dimensional non-conservative quasi-diffusion processes

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