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