On Optimality in Probability and Almost Surely for Processes with a Communication Property. II. The Continuous Time Case

DOI10.1137/S0040585X97981615zbMath1094.60050MaRDI QIDQ5472372

T. A. Belkina, Vladimir I. Rotar'

Publication date: 9 June 2006

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

optimal controlasymptotic optimalitycontrolled diffusion processescontrolled processesoptimality almost surely

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

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