scientific article; zbMATH DE number 3976907

MaRDI QIDQ3743229zbMATH OpenFDO

Authors Věra Lánská

Publication date 1986

Full work available at URL https://eudml.org/doc/28175

zbMATH Keywords

Bellman equationlocal asymptotic normalityone-dimensional stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

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Cites work

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• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting

Cited in

(9)

• Adaptive control in the scalar linear-quadratic model in continuous time
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• scientific article; zbMATH DE number 4145618 (Why is no real title available?)
• scientific article; zbMATH DE number 3932247 (Why is no real title available?)
• A remark on one-dimensional controlled diffusion processes
• A remark on the attainable distributions of controlled diffusions
• Estimation of robustness for controlled diffusion processes
• Asymptotic normality of discrete-time Markov control processes
• Controlled partially observed diffusions with correlated noise

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