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A remark on a certain stochastic control problem - MaRDI portal

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A remark on a certain stochastic control problem (Q1168584)

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scientific article; zbMATH DE number 3776348
Language Label Description Also known as
English
A remark on a certain stochastic control problem
scientific article; zbMATH DE number 3776348

    Statements

    title
    A remark on a certain stochastic control problem (English)
    0 references
    author
    Masatoshi Fujisaki
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    publication date
    1981
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    zbMATH Keywords
    explicit form of an optimal control
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    partial differential equations of parabolic type with singular drift coefficients
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    Identifiers

    Mathematics Subject Classification ID
    49J55
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    60H15
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    93E20
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    zbMATH DE Number
    3776348
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    OpenAlex ID
    W2025289215
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    DOI
    10.3792/PJAA.57.408
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