Publication:3772111
From MaRDI portal
zbMath0633.93075MaRDI QIDQ3772111
Wolfgang J. Runggaldier, Harold J. Kushner
Publication date: 1986
93E20: Optimal stochastic control
60J60: Diffusion processes
60B10: Convergence of probability measures
49J55: Existence of optimal solutions to problems involving randomness