Optimal control of diffusion processes with reflection
- 1 May 1977
- journal article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 22 (1) , 103-116
- https://doi.org/10.1007/bf00936724
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
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- Diffusion processes with boundary conditionsCommunications on Pure and Applied Mathematics, 1971
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision ProblemsSIAM Journal on Control, 1970
- Optimal Continuous-Parameter Stochastic ControlSIAM Review, 1969
- Diffusion processes with continuous coefficients, ICommunications on Pure and Applied Mathematics, 1969
- On Optimal Control of a Non-Terminating Diffusion Process with ReflectionTheory of Probability and Its Applications, 1969
- Linear and Quasi-linear Equations of Parabolic TypePublished by American Mathematical Society (AMS) ,1968