scientific article; zbMATH DE number 176290

zbMATH Open0786.93092MaRDI QIDQ4035398FDOQ4035398

Authors: D. Florens-Zmirou, Petr Mandl 

Publication date: 18 May 1993

Title of this publication is not available (Why is that?)

Recommendations

• Publication:4889008
• Limit theorems for a class of diffusion processes
• Diffusion approximation of controlled branching processes using limit theorems for random step processes
• scientific article; zbMATH DE number 1071411
• Some limit theorems for controlled branching processes
• scientific article; zbMATH DE number 4122980
• Control of diffusion processes in \(\mathbb R^N\)
• The probabilistic structure of controlled diffusion processes
• Limit theorems for diffusion-type processes in \(R^ m\)

zbMATH Keywords

diffusion processcost functionals

Mathematics Subject Classification ID

Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20)

Cited In (8)

• Title not available (Why is that?)
• A Bounded Variation Control Problem for Diffusion Processes
• The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality
• Title not available (Why is that?)
• Title not available (Why is that?)
• A remark on one-dimensional controlled diffusion processes
• A remark on the attainable distributions of controlled diffusions
• Drift rate control of a Brownian processing system

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 Q4035398)