On the Optimal Control of One-dimensional Quasi-diffusion Processes

DOI10.1002/MANA.19780860114zbMath0405.93046OpenAlexW2065036612MaRDI QIDQ4191940

Jürgen Groh

Publication date: 1978

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19780860114

zbMATH Keywords

Infinitesimal GeneratorOptimal ControlOne-Dimensional Quasi-Diffusion Processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (1)

Optimal control of one dimensional non-conservative quasi-diffusion processes

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