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zbMath0627.93077MaRDI QIDQ3764031

Nicole El Karoui

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

relaxed controls existence of an optimal Markov control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

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