scientific article; zbMATH DE number 4020996

MaRDI QIDQ3764031zbMATH OpenFDO

Authors Nicole El Karoui

Publication date 1987

zbMATH Keywords

existence of an optimal Markov controlrelaxed controls

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Existence of optimal solutions to problems involving randomness (49J55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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