On optimal parameter selection for stochastic Ito differential systems

DOI10.1080/00207727508941859zbMATH Open0359.60080OpenAlexW2039231019MaRDI QIDQ4131404FDOQ4131404

Authors: N. U. Ahmed, Kok Lay Teo 

Publication date: 1975

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727508941859

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Cites Work

• Diffusion processes with continuous coefficients, I
• Optimal Control of Partially Observable Diffusions

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