scientific article

zbMATH Open0617.93075MaRDI QIDQ3754546FDOQ3754546

Václav E. Beneš

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

Bellman equationgauge transformationGaussian integralcontrolled completely observed diffusionslogarithmic Hopf-Cole transformation

Mathematics Subject Classification ID

Diffusion processes (60J60) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Transformations (93B17)

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