An evolutionary monotone follower problem in [0, 1]

DOI10.1017/S0334270000006500zbMath0681.60060MaRDI QIDQ4730563

Min Sun

Publication date: 1989

Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

controlled diffusion processesdynamic programming arguments

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Stochastic analysis (60H99)

Related Items (1)

Generalized solution in singular stochastic control: The nondegenerate problem

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