Stationary stochastic asymmetric control

DOI10.1080/00207178308933045zbMath0517.93070OpenAlexW2164521982MaRDI QIDQ3666741

Howard J. Weiner

Publication date: 1983

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178308933045

zbMATH Keywords

Wiener processasymmetric controloptimal stationary stochastic control

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Optimal stationary linear control of the Wiener process

This page was built for publication: Stationary stochastic asymmetric control