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scientific article; zbMATH DE number 4127948 - MaRDI portal

scientific article; zbMATH DE number 4127948

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zbMath0688.49014MaRDI QIDQ4207277

François Le Gland, Fabien Campillo, Etienne Pardoux

Publication date: 1989

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

zbMATH Keywords

invariant measure degenerate nonlinear optimal stochastic control ergodic type finite state, continuous time Markov chains shock-absorber of a road vehicle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Discrete approximations in optimal control (49M25) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

On weak solutions of highly degenerate SDEs

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