Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes
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Publication:4132368
DOI10.1080/00207727708942059zbMath0358.93046MaRDI QIDQ4132368
Publication date: 1977
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727708942059
93E20: Optimal stochastic control
49J20: Existence theories for optimal control problems involving partial differential equations
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