Publication:3772111

zbMath0633.93075MaRDI QIDQ3772111

Wolfgang J. Runggaldier, Harold J. Kushner

Publication date: 1986

zbMATH Keywords

robustness; white noise; finite time optimal control; wide band width noise

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60J60: Diffusion processes

60B10: Convergence of probability measures

49J55: Existence of optimal solutions to problems involving randomness