Controlled diffusion processes.

Borkar, Vivek S.. "Controlled diffusion processes.." Probability Surveys [electronic only] 2 (2005): 213-244. <http://eudml.org/doc/225307>.

@article{Borkar2005,
author = {Borkar, Vivek S.},
journal = {Probability Surveys [electronic only]},
keywords = {controlled diffusions; optimal control; dynamic programming; Hamilton-Jacobi-Bellman equations; partial observations},
language = {eng},
pages = {213-244},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Controlled diffusion processes.},
url = {http://eudml.org/doc/225307},
volume = {2},
year = {2005},
}

TY - JOUR
AU - Borkar, Vivek S.
TI - Controlled diffusion processes.
JO - Probability Surveys [electronic only]
PY - 2005
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 2
SP - 213
EP - 244
LA - eng
KW - controlled diffusions; optimal control; dynamic programming; Hamilton-Jacobi-Bellman equations; partial observations
UR - http://eudml.org/doc/225307
ER -