Publication:3917080

zbMath0465.49013MaRDI QIDQ3917080

Bharat T. Doshi

Publication date: 1978

zbMATH Keywords

stationary policy; diffusion process with reflecting boundaries; one dimensional diffusion process

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G40: Stopping times; optimal stopping problems; gambling theory

60J60: Diffusion processes

58J65: Diffusion processes and stochastic analysis on manifolds

49K45: Optimality conditions for problems involving randomness

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