An evolutionary monotone follower problem in [0, 1]

DOI10.1017/S0334270000006500MaRDI QIDQ4730563zbMATH OpenFDO

Authors M. Sun

Publication date 1989

Published in The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0334270000006500

zbMATH Keywords

controlled diffusion processesdynamic programming arguments

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99) Optimal stochastic control (93E20)

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(4)

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• Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem
• scientific article; zbMATH DE number 759533 (Why is no real title available?)
• Towards an example of a nonconvex monotone follower control problem

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