On the control of diffusion processes

DOI10.1007/BF00932937zbMath0277.93017MaRDI QIDQ1394038

D. Massart

Publication date: 1974

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (1)

Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control

Cites Work

• On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting
• On the optimal control of stationary diffusion processes with natural boundaries and discounted cost
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