Control of Degenerate Diffusions in R d
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Publication:3977248
DOI10.2307/2001850zbMath0743.60042OpenAlexW2331710263MaRDI QIDQ3977248
Publication date: 25 June 1992
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2001850
dynamic programmingBellman equationnonlinear partial differential equationstochastic control technique
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15)
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