scientific article; zbMATH DE number 3932148

MaRDI QIDQ3704699zbMATH OpenFDO

Authors Z. Zhao

Publication date 1985

zbMATH Keywords

decomposition methodsnonanticipative control functionsrepresentation of martingalesstochastic control problem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Optimal stochastic control (93E20)

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