scientific article; zbMATH DE number 3850966

MaRDI QIDQ3320261zbMATH OpenFDO

Authors R. K. Boel

Publication date 1984

zbMATH Keywords

backward and forward Kolmogorov equationsdelayed reflectionsdiffusions in bounded regionsoptimal recursive estimation

Mathematics Subject Classification ID

Diffusion processes (60J60) Queues and service in operations research (90B22) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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