On stochastic optimal control laws

DOI10.1017/S002776300001583XzbMath0266.93066OpenAlexW1514404413MaRDI QIDQ5684935

Makiko Nisio

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1017/s002776300001583x

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Singular stochastic control and optimal stopping

Cites Work

• Unnamed Item
• On Itô’s Stochastic Integral Equations
• On Square Integrable Martingales
• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
• On a Formula Concerning Stochastic Differentials

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