ON THE THEORY OF OPTIMAL CONTROL OF DIFFUSION PROCESSES ACCORDING TO RAPIDITY
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Publication:3906684
DOI10.1070/RM1980V035N01ABEH001576zbMath0457.49010OpenAlexW2095256115MaRDI QIDQ3906684
Publication date: 1980
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm1980v035n01abeh001576
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Diffusion processes (60J60) Hamilton-Jacobi theories (49L99)
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