ON CONTROLLED DIFFUSION PROCESSES WITH UNBOUNDED COEFFICIENTS
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Publication:3661443
DOI10.1070/IM1982v019n01ABEH001410zbMath0514.93070OpenAlexW1995833963MaRDI QIDQ3661443
Publication date: 1982
Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/im1982v019n01abeh001410
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45)
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