Control of the solution of a stochastic equation with discontinuous trajectories (Q599038)
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scientific article; zbMATH DE number 3643178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control of the solution of a stochastic equation with discontinuous trajectories |
scientific article; zbMATH DE number 3643178 |
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Control of the solution of a stochastic equation with discontinuous trajectories (English)
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1978
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stochastic equation
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discontinuous trajectories
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controlled diffusion processes
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Bellman's equation
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nonlinear differential equation
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