Stochastic control related to branching diffusion processes

DOI10.1215/kjm/1250521071zbMath0593.60081OpenAlexW1546010918MaRDI QIDQ1076434

Makiko Nisio

Publication date: 1985

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250521071

zbMATH Keywords

Hamilton-Jacobi-Bellman equationstochastic optimal control problembranching diffusion problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items

Mean field games with branching ⋮ A stochastic target problem for branching diffusion processes ⋮ Optimal control of branching diffusion processes: a finite horizon problem

This page was built for publication: Stochastic control related to branching diffusion processes