Publication:3862815

zbMath0427.60064MaRDI QIDQ3862815

Harold J. Kushner

Publication date: 1979

zbMATH Keywords

dynamic programming; controlled diffusion; optimal diffusion

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E20: Optimal stochastic control

60B10: Convergence of probability measures