DOI10.1007/BF01098485zbMath0724.60068MaRDI QIDQ757998
M. A. Karabash
Publication date: 1991 Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
zbMATH Keywords
stochastic differential equationsmonotonicity conditioncontrol strategiesmonotone coefficients
Mathematics Subject Classification ID
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
Cites Work