On extremal solutions to stochastic control problems
From MaRDI portal
Publication:1180333
DOI10.1007/BF01447748zbMath0752.93077OpenAlexW4256142467MaRDI QIDQ1180333
Publication date: 27 June 1992
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01447748
Related Items (4)
On extremal solutions to stochastic control problems. II ⋮ On ergodic control of degenerate diffusions ⋮ A new Markov selection procedure for degenerate diffusions ⋮ Ergodic control of degenerate diffusions
Cites Work
- The probabilistic structure of controlled diffusion processes
- Lectures on disintegration of measures. (Notes by S. Ramaswamy)
- Existence results for optimal stochastic controls
- A remark on the attainable distributions of controlled diffusions
- Survey of Measurable Selection Theorems
- Compactification methods in the control of degenerate diffusions: existence of an optimal control
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On extremal solutions to stochastic control problems