scientific article; zbMATH DE number 5057532

zbMath1108.93076MaRDI QIDQ5491035

Vivek S. Borkar

Publication date: 26 September 2006

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

zbMATH Keywords

dynamic programmingergodic controlcontrolled diffusionsstationary Markov controlcontrolled martingale problems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic integral equations (60H20)

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