Optimal control of ultimately bounded stochastic processes

DOI10.1017/S0027763000016111zbMath0263.93061MaRDI QIDQ5680017

Yoshio Miyahara

Publication date: 1974

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Cites Work

• Optimal Stationary Control with State Control Dependent Noise
• Invariant Measures of Ultimately Bounded Stochastic Processes

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