Control of the solution of a stochastic equation with discontinuous trajectories

DOI10.1007/BF00970686zbMath0413.93074MaRDI QIDQ599038

H. Pragarauskas

Publication date: 1978

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

zbMATH Keywords

stochastic equationnonlinear differential equationBellman's equationdiscontinuous trajectoriescontrolled diffusion processes

Mathematics Subject Classification ID

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

Cites Work

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