Almost self-optimizing strategies for the adaptive control of diffusion processes
type: Item
instance of: scholarly article
title: Almost self-optimizing strategies for the adaptive control of diffusion processes
zbMATH Open document ID: 0801.60047
DOI: 10.1007/BF02193097
author: Łukasz Stettner
author: T. E. Duncan
author: B. Pasik-Duncan
published in: Journal of Optimization Theory and Applications
publication date: 1994-11-21T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 617543
zbMATH Keywords: invariant measures
zbMATH Keywords: ergodic control
zbMATH Keywords: multidimensional diffusion process
zbMATH Keywords: optimal adaptive control
MaRDI profile type: Publication
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cites work: Ergodic Control of Multidimensional Diffusions I: The Existence Results
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full work available at URL: https://doi.org/10.1007/bf02193097
OpenAlex ID: W2031660693
description: scientific article; zbMATH DE number 617543