Wiener-Poisson control problems†
DOI10.1080/00207178308933102zbMath0517.93069OpenAlexW1968537489MaRDI QIDQ3666740
Publication date: 1983
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178308933102
Bellman equationdiscounted non-quadratic cost functionmaximum principle for partial differential-difference equationsWiener- Poisson control process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Maximum principles in context of PDEs (35B50) Optimal stochastic control (93E20) Partial functional-differential equations (35R10) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45)
Related Items (1)
Cites Work
This page was built for publication: Wiener-Poisson control problems†