Optimal Markov strategies for controlled Ito processes
type: Item
instance of: scholarly article
title: Optimal Markov strategies for controlled Ito processes
zbMATH Open document ID: 0714.60047
DOI: 10.1007/BF00966076
published in: Lithuanian Mathematical Journal
publication date: 1989-01-01T00:00:00Z
review text: See the review in Zbl 0684.60045.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 4176138
zbMATH Keywords: optimal control problem
zbMATH Keywords: Green measures
zbMATH Keywords: Markov optimal control
author: R. Mikulevicius
author: Henrikas Pragarauskas
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4176138