Optimal Discounted Stochastic Control for Diffusion Processes
- 1 November 1967
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 5 (4) , 520-531
- https://doi.org/10.1137/0305032
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Duality and a priori estimates in Markovian optimization problemsJournal of Mathematical Analysis and Applications, 1966
- Discounted Dynamic ProgrammingThe Annals of Mathematical Statistics, 1965
- Sufficient Conditions for the Optimality of a Stochastic ControlJournal of the Society for Industrial and Applied Mathematics Series A Control, 1965
- Markov ProcessesPublished by Springer Nature ,1965
- Discrete Dynamic ProgrammingThe Annals of Mathematical Statistics, 1962
- Über die erste Randwertaufgabe bei quasilinearen Differentialgleichungen zweiter Ordnung in mehr als zwei VariablenMathematische Annalen, 1956