scientific article; zbMATH DE number 176290

MaRDI QIDQ4035398zbMATH OpenFDO

Authors D. Florens-Zmirou, Petr Mandl

Publication date 18 May 1993

zbMATH Keywords

cost functionalsdiffusion process

Mathematics Subject Classification ID

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

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