Nonstationary control problems for diffusion processes on an infinite time interval
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Publication:1922643
zbMATH Open0855.60055MaRDI QIDQ1922643FDOQ1922643
Authors: Nikolai Dokuchaev 
Publication date: 10 December 1996
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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- Problems of stationarity and control with a nonlocal cost per unit time
- Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
- Pathwise optimality in stochastic control
- On the Euler equation approach to discrete-time nonstationary optimal control problems
- Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result
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