Feedback controls for stochastic equations with monotone coefficients

DOI10.1007/BF01261274MaRDI QIDQ1325503zbMATH OpenOpenAlexFDO

Authors M. A. Karabash

Publication date 29 June 1994

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01261274

zbMATH Keywords

epsilon-optimal feedback controls

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Optimal stochastic control (93E20)

Review text

See the review in Zbl 0689.93071.

Cited in

(1)

• Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions

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