On the Control of Non-Terminating Diffusion Processes

DOI10.1137/1109081MaRDI QIDQ5345308zbMATH OpenOpenAlexFDO

Authors Petr Mandl

Publication date 1965

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1109081

zbMATH Keywords

probability theory

Cited in

(4)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• On stochastic ergodic control in infinite dimensions
• Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
• Optimal stochastic control

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