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Q4198414 - MaRDI portal

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scientific article; zbMATH DE number 3639528
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English
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scientific article; zbMATH DE number 3639528

    Statements

    author
    Iosif I. Gikhman
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    Anatoli V. Skorokhod
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    publication date
    1979
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    Mathematics Subject Classification ID
    93Exx
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    93B99
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    34H05
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    60H10
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    60H99
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    60J10
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    60G40
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    60J60
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    93-02
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    zbMATH DE Number
    3639528
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    zbMATH Keywords
    controlled stochastic differential equations
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    optimal stopping problem
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    controlled Markov chains
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    controlled diffusion processes
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    cost functionals of evolution type
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