scientific article; zbMATH DE number 3609557
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Continuous ParameterControlled Random ObjectControlled Random ProcessesControlled Stochastic Differential EquationsDiscrete Parameter
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
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