The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality

zbMath1096.49511MaRDI QIDQ1881857

T. A. Belkina, Vladimir I. Rotar'

Publication date: 18 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimality conditionsasymptotic optimalitycontrolled diffusion processescontinuous-time processesdiscrete-time processesstochastic dynamic control problems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

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