scientific article; zbMATH DE number 4002016

MaRDI QIDQ3754546zbMATH OpenFDO

Authors Václav E. Beneš

Publication date 1986

zbMATH Keywords

Bellman equationcontrolled completely observed diffusionsgauge transformationGaussian integrallogarithmic Hopf-Cole transformation

Mathematics Subject Classification ID

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

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