scientific article; zbMATH DE number 4032732

MaRDI QIDQ3773005zbMATH OpenFDO

Authors D. Florens-Zmirou

Publication date 1987

zbMATH Keywords

stationary probabilitycontrolled recurrent diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Uniform recurrence properties of controlled diffusions and applications to optimal control
• scientific article; zbMATH DE number 1014735
• An approximation scheme for the optimal control of diffusion processes
• scientific article; zbMATH DE number 3876339
• scientific article; zbMATH DE number 1014727

Cited in

(1)

• Uniform recurrence properties of controlled diffusions and applications to optimal control

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3773005)