scientific article; zbMATH DE number 3639528
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Publication:4198414
zbMath0411.93029MaRDI QIDQ4198414
Iosif I. Gikhman, Anatoli V. Skorokhod
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal stopping problemcontrolled diffusion processescontrolled Markov chainscontrolled stochastic differential equationscost functionals of evolution type
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Control problems involving ordinary differential equations (34H05) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Stochastic analysis (60H99) Controllability, observability, and system structure (93B99) Stochastic systems and control (93Exx)
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