Probability methods for approximations in stochastic control and for elliptic equations
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Publication:799641
zbMath0547.93076MaRDI QIDQ799641
Publication date: 1977
Published in: Mathematics in Science and Engineering (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Second-order elliptic equations (35J15) Optimality conditions for problems involving randomness (49K45) Optimal stopping in statistics (62L15) Existence of optimal solutions to problems involving randomness (49J55) Probabilistic methods, stochastic differential equations (65C99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
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