Approximations to and local properties of diffusions with discontinuous controls

DOI10.1007/BF00932936MaRDI QIDQ2563141zbMATH OpenOpenAlexFDO

Authors Harold J. Kushner

Publication date 1974

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00932936

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic systems and control (93E99)

Cites work

• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• Continuous Markov processes and stochastic equations
• scientific article; zbMATH DE number 3460142 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
• Weak Solutions of a Partial Differential Equation of Dynamic Programming

Cited in

(1)

• Stability and existence of diffusions with discontinuous or rapidly growing drift terms

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