scientific article; zbMATH DE number 1254181

MaRDI QIDQ4227217zbMATH OpenFDO

Authors Harold J. Kushner

Publication date 23 February 1999

zbMATH Keywords

approximationexistencemartingale measureoptimal stochastic controlsvariance control

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimal stochastic control (93E20)

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Cited in

(1)

• Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller

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