Nonstationary control problems for diffusion processes on an infinite time interval

zbMath0855.60055MaRDI QIDQ1922643

Nikolai G. Dokuchaev

Publication date: 10 December 1996

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsoptimal control problemsstochastic Ito equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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