scientific article; zbMATH DE number 4197906

MaRDI QIDQ5202949zbMATH OpenFDO

Authors T. E. Duncan, Harald Upmeier

Publication date 1990

zbMATH Keywords

controlled diffusionsexplicitly solvable stochastic control problemsSpherical polynomials

Mathematics Subject Classification ID

Hermitian symmetric spaces, bounded symmetric domains, Jordan algebras (complex-analytic aspects) (32M15) Differential geometry of symmetric spaces (53C35) Optimal stochastic control (93E20)

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