Optimal correction problem of a multidimensional stochastic system
type: Item
instance of: scholarly article
title: Optimal correction problem of a multidimensional stochastic system
zbMATH Open document ID: 0685.93079
DOI: 10.1016/0005-1098(89)90075-7
published in: Automatica
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 4123663
zbMATH Keywords: multidimensional diffusion process
zbMATH Keywords: Hamilton-Jacobi-Bellman's equation
author: José-Luis Menaldi
author: Michael Taksar
MaRDI profile type: Publication
full work available at URL: 0005-1098(89)90075-7
OpenAlex ID: W2090069891
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description: scientific article; zbMATH DE number 4123663