A note on controlled diffusions on line with time-averaged cost
- 29 February 1984
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 4 (1) , 1-4
- https://doi.org/10.1016/s0167-6911(84)80044-4
Abstract
No abstract availableKeywords
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- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFTMathematics of the USSR-Sbornik, 1974
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision ProblemsSIAM Journal on Control, 1970