On Benes' bang-bang control problem
From MaRDI portal
Publication:1051343
DOI10.1007/BF01460123zbMath0514.60060MaRDI QIDQ1051343
Kurt Helmes, Norbert Christopeit
Publication date: 1982
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic integral equations (60H20)
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