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Publication:3693418
zbMath0574.93071MaRDI QIDQ3693418
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
state constraintsreflecting boundary conditionsexit problemscontrol of stochastic systemsforced state constraints
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Nonlinear boundary value problems for linear elliptic equations (35J65) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimality conditions for problems involving randomness (49K45)
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