scientific article

zbMATH Open0617.93075MaRDI QIDQ3754546

Václav E. Beneš

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

Bellman equationgauge transformationGaussian integralcontrolled completely observed diffusionslogarithmic Hopf-Cole transformation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Transformations (93B17) Optimal stochastic control (93E20) Diffusion processes (60J60)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3754546)