scientific article; zbMATH DE number 4006128
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Publication:3757797
zbMATH Open0619.93069MaRDI QIDQ3757797FDOQ3757797
Publication date: 1986
Title of this publication is not available (Why is that?)
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Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
Cited In (15)
- Green measures of Ito processes
- Controlled processes: Methods of investigation and applications
- Source intensity control in transport and diffusion problems
- Control of heterogeneous diffusion process in order to stabilize the probability distribution density
- CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS
- A new actuator activation policy for performance enhancement of controlled diffusion processes.
- Optimal Markov strategies for controlled Ito processes
- A remark on one-dimensional controlled diffusion processes
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- Almost self-optimizing strategies for the adaptive control of diffusion processes
- Geometric regularity for elliptic equations in double-divergence form
- On weak uniqueness for some diffusions with discontinuous coefficients
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- Control Theory and Experimental Design in Diffusion Processes
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