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scientific article; zbMATH DE number 1786293 - MaRDI portal

scientific article; zbMATH DE number 1786293

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Publication:4547601

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zbMath1005.93051MaRDI QIDQ4547601

Mario Lefebvre

Publication date: 21 August 2002

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

zbMATH Keywords

stochastic optimal control dynamic programming equation Kolmogorov backward equation two-dimensional diffusion process

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20)

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