Nonstationary control problems for diffusion processes on an infinite time interval
type: Item
instance of: scholarly article
title: Nonstationary control problems for diffusion processes on an infinite time interval
zbMATH Open document ID: 0855.60055
published in: Vestnik St. Petersburg University. Mathematics
publication date: 1996-12-10T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 922981
zbMATH Keywords: stochastic Ito equation
zbMATH Keywords: optimal control problems
zbMATH Keywords: stochastic differential equations
author: Nikolai Dokuchaev
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 922981