On Eaton-Zadeh's method of controlling diffusion processes

Petr Mandl

Aplikace matematiky (1967)

  • Volume: 12, Issue: 4, page 308-317
  • ISSN: 0862-7940


A method of reducing the expected cost in a Markov chain developed by J. H. Eaton and L. A. Zadeh is applied to diffusion processes. A modification of this method for reducing the mean cost per unit of (generalized) time in non-stopped diffusion processes is presented.

How to cite


Mandl, Petr. "O Eaton-Zadehově způsobu řízení difusních procesů." Aplikace matematiky 12.4 (1967): 308-317. <http://eudml.org/doc/14485>.

author = {Mandl, Petr},
journal = {Aplikace matematiky},
keywords = {probability theory},
language = {cze},
number = {4},
pages = {308-317},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {O Eaton-Zadehově způsobu řízení difusních procesů},
url = {http://eudml.org/doc/14485},
volume = {12},
year = {1967},

AU - Mandl, Petr
TI - O Eaton-Zadehově způsobu řízení difusních procesů
JO - Aplikace matematiky
PY - 1967
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 12
IS - 4
SP - 308
EP - 317
LA - cze
KW - probability theory
UR - http://eudml.org/doc/14485
ER -


  1. J. H. Eaton L. A. Zadeh, Optimal pursuit strategies in discrete state probabilistic systems, J. of Basic Engin. Ser. D 84 (1961), 23-29. (1961) MR0153510
  2. W. Feller, 10.1090/S0002-9947-1954-0063607-6, Trans. of Amer. Math. Soc. 77 (1954), 1-31. (1954) Zbl0059.11601MR0063607DOI10.1090/S0002-9947-1954-0063607-6
  3. P. Mandl, O optimálním řízení jednorozměrných difusních procesů, Aplikace mat. 9 (1964), 412-420. (1964) MR0184780
  4. П. Мапдл, Об управлении не обрывающимися диффузионными процессами, Теория вероят. и ее примен. 9 (1964), 655-669. (1964) Zbl1117.65300MR0186450
  5. P. Mandl, Anwendungen der Theorie der optimalen Regelung nichtabbrechender Diffusionsprozesse, Kybernetika 1 (1965), 28-36. (1965) Zbl0178.53301MR0189884

NotesEmbed ?


You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.


Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.