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zbMath0494.93058MaRDI QIDQ3958376

Alexander Yu. Veretennikov

Publication date: 1980

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

zbMATH Keywords

Bellman equation optimal policy controlled quasidiffusion process

Mathematics Subject Classification ID

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)

Related Items (1)

A remark on a certain stochastic control problem

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