The probabilistic structure of controlled diffusion processes

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

60J60: Diffusion processes

60B99: Probability theory on algebraic and topological structures

49J55: Existence of optimal solutions to problems involving randomness

Related Items

On extremal solutions to stochastic control problems, A topology for Markov controls

Cites Work

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