On Optimality in Probability and Almost Surely for Processes with a Communication Property. II. The Continuous Time Case

DOI10.1137/S0040585X97981615MaRDI QIDQ5472372zbMATH OpenFDO

Authors T. A. Belkina, Vladimir Rotar

Publication date 9 June 2006

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

Full work available at URL https://doi.org/10.1137/S0040585X97981615

zbMATH Keywords

asymptotic optimalitycontrolled diffusion processescontrolled processesoptimal controloptimality almost surely

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

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