Asymmetric Wiener Control
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Publication:3663148
DOI10.1080/02522667.1983.10698763zbMath0515.93073OpenAlexW2144986374MaRDI QIDQ3663148
Publication date: 1983
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.1983.10698763
Bellman equationsIto integralsasymmetric boundsintegral discounted quadratic cost functionWiener control
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic integrals (60H05) Optimality conditions for problems involving randomness (49K45)
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