On the Control of Non-Terminating Diffusion Processes

DOI10.1137/1109081zbMATH Open0134.34403OpenAlexW2000588446MaRDI QIDQ5345308FDOQ5345308

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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