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Optimal feedback control of stochastic McShane differential systems - MaRDI portal

Optimal feedback control of stochastic McShane differential systems

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Publication:4050492

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DOI10.2307/3212751zbMath0296.93055OpenAlexW2328917810MaRDI QIDQ4050492

Kok Lay Teo, Nasir Uddin Ahmed

Publication date: 1974

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212751

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic analysis (60H99)

Related Items (1)

Optimal control of systems governed by stochastic McShane differential equations with fixed terminal time

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