On the optimal control of stationary diffusion processes with natural boundaries and discounted cost

DOI10.2307/3212179zbMath0234.49020OpenAlexW4234170237MaRDI QIDQ5643172

No author found.

Publication date: 1971

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212179

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Related Items (3)

On the control of diffusion processes ⋮ Unnamed Item ⋮ Optimal control of stationary Markov processes

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