Optimal Markov strategies for controlled Ito processes

DOI10.1007/BF00966076zbMATH Open0714.60047MaRDI QIDQ751044FDOQ751044

Authors: R. Mikulevicius, Henrikas Pragarauskas 

Publication date: 1989

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

optimal control problemGreen measuresMarkov optimal control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Cites Work

• Diffusion processes associated with L�vy generators
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• Calcul stochastique et problèmes de martingales
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• On the extension of von Neumann-Aumann's theorem
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• On tightness and stopping times
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Cited In (2)

• Title not available (Why is that?)
• Optimal Markov strategies

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