The monotone follower problem in stochastic decision theory
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Publication:1142195
DOI10.1007/BF01442115zbMath0438.93078MaRDI QIDQ1142195
Publication date: 1981
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Optimality conditions for problems involving partial differential equations (49K20) Variational inequalities (49J40) Heat equation (35K05) Optimal stochastic control (93E20) Diffusion processes (60J60) Decision theory for games (91A35)
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