Composition and invariance methods for solving some stochastic control problems

DOI10.2307/1426079zbMath0334.93056OpenAlexW4238221380MaRDI QIDQ4101716

Václav E. Beneš

Publication date: 1975

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

Full work available at URL: https://doi.org/10.2307/1426079

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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