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Optimal Discounted Stochastic Control for Diffusion Processes - MaRDI portal

Optimal Discounted Stochastic Control for Diffusion Processes (Q5564829)

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scientific article; zbMATH DE number 3284835
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English
Optimal Discounted Stochastic Control for Diffusion Processes
scientific article; zbMATH DE number 3284835

    Statements

    title
    Optimal Discounted Stochastic Control for Diffusion Processes (English)
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    author
    Harold J. Kushner
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    publication date
    1967
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    zbMATH Keywords
    probability theory
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    Identifiers

    DOI
    10.1137/0305032
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    zbMATH DE Number
    3284835
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    OpenAlex ID
    W2018180170
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