Controlled diffusion processes. Translated by A. B. Aries

zbMATH Open1171.93004MaRDI QIDQ3532736FDOQ3532736

Publication date: 28 October 2008

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Diffusion processes (60J60) Nonlinear elliptic equations (35J60) Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

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