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zbMath0442.49019MaRDI QIDQ3884719

M. A. Karabash

Publication date: 1980

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

zbMATH Keywords

maximum principle Bellman equation controlled diffusion processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems in abstract spaces (49K27)

Related Items (1)

Feedback controls for stochastic equations with monotone coefficients

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