scientific article; zbMATH DE number 1254181

zbMath0921.93039MaRDI QIDQ4227217

Harold J. Kushner

Publication date: 23 February 1999

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

zbMATH Keywords

existenceapproximationmartingale measurevariance controloptimal stochastic controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15)