On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (Q4648576)
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scientific article; zbMATH DE number 6104696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time |
scientific article; zbMATH DE number 6104696 |
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On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (English)
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9 November 2012
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stochastic control
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optimal strict control
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constrained control
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linear programming
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