The probabilistic structure of controlled diffusion processes
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Publication:1097860
DOI10.1007/BF00047113zbMath0635.93079OpenAlexW2075574287MaRDI QIDQ1097860
Publication date: 1988
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00047113
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60) Probability theory on algebraic and topological structures (60B99) Existence of optimal solutions to problems involving randomness (49J55)
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