On the Solutions of a Stochastic Control System. II

DOI10.1137/0313066zbMath0319.93047OpenAlexW4243167106MaRDI QIDQ4082654

Tyrone E. Duncan, Pravin P. Varaiya

Publication date: 1975

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1808/16693

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Control/observation systems governed by ordinary differential equations (93C15) Probabilistic games; gambling (91A60)

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