On optimal parameter selection for stochastic Ito differential systems

DOI10.1080/00207727508941859MaRDI QIDQ4131404zbMATH OpenOpenAlexFDO

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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