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

DOI10.1016/0304-4149(80)90012-5MaRDI QIDQ1150215zbMATH OpenOpenAlexFDO

Authors Jürgen Groh

Publication date 1980

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(80)90012-5

zbMATH Keywords

birth-death processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Optimal stochastic control (93E20)

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• Single person controlled diffusions with discounted costs
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• Über eine Klasse eindimensionaler Markovprozesse
• Über verallgemeinerte gewöhnliche Differentialoperatoren mit nicht- lokalen Randbedingungen und die von ihnen erzeugten Markov-Prozesse

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