Optimal Markov strategies for controlled Ito processes

DOI10.1007/BF00966076zbMath0714.60047MaRDI QIDQ751044

Remigijus Mikulevičius, H. Pragarauskas

Publication date: 1989

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

zbMATH Keywords

optimal control problemGreen measuresMarkov optimal control

Mathematics Subject Classification ID

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

Cites Work

• Calcul stochastique et problèmes de martingales
• On tightness and stopping times
• On the extension of von Neumann-Aumann's theorem
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal Markov strategies for controlled Ito processes