scientific article; zbMATH DE number 13605
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Publication:3978065
zbMATH Open0735.93080MaRDI QIDQ3978065FDOQ3978065
Authors: Maria Stolarczyk 
Publication date: 25 June 1992
Title of this publication is not available (Why is that?)
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control problems involving ordinary differential equations (34H05) Optimal stochastic control (93E20)
Cited In (18)
- On extremal solutions to stochastic control problems. II
- Optimal control of stochastic functional differential equations with a bounded memory
- On the Existence of Optimal Policies in Stochastic Control
- On the existence of optimal solutions in a stochastic control model
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- Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory
- Generalized Solutions in Nonlinear Stochastic Control Problems
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- EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
- Existence of an optimal control for stochastic control systems with nonlinear cost functional
- On the existence of optimal control for controlled stochastic partial differential equations
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- A stability theorem for stochastic differential equations and application to stochastic control problems
- Optimal control versus stochastic target problems: an equivalence result
- Existence Theory for a Stochastic Bolza Problem
- Approximation and existence of periodic solutions for controlled diffusion equations
- Control problem for diffusion-type random fields
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