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Control of the solution of a stochastic equation with discontinuous trajectories - MaRDI portal

Control of the solution of a stochastic equation with discontinuous trajectories (Q599038)

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scientific article; zbMATH DE number 3643178
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English
Control of the solution of a stochastic equation with discontinuous trajectories
scientific article; zbMATH DE number 3643178

    Statements

    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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