On the optimal control of stationary diffusion processes with natural boundaries and discounted cost

DOI10.2307/3212179zbMATH Open0234.49020OpenAlexW4234170237MaRDI QIDQ5643172FDOQ5643172

Authors:

Publication date: 1971

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212179

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Cited In (3)

• Title not available (Why is that?)
• On the control of diffusion processes
• Optimal control of stationary Markov processes

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