scientific article; zbMATH DE number 4181266

MaRDI QIDQ3204414zbMATH OpenFDO

Authors

Publication date 1990

zbMATH Keywords

diffusion processdynamic programming conditionstochastic optimal control problem

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Diffusion processes (60J60) Optimal stochastic control (93E20)

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(8)

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