Optimal stationary linear control of the Wiener process
type: Item
instance of: scholarly article
title: Optimal stationary linear control of the Wiener process
zbMATH Open document ID: 0446.93056
DOI: 10.1007/BF00934934
author: Ioannis Karatzas
author: Václav E. Beneš
published in: Journal of Optimization Theory and Applications
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 3698847
zbMATH Keywords: stationary stochastic control
zbMATH Keywords: Bellman equation
zbMATH Keywords: invariant measures
zbMATH Keywords: nonanticipative laws
zbMATH Keywords: dead zone controllers
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3698847