Application of the theory of optimal control of continuous diffusion processes
Kybernetika (1965)
- Volume: 01, Issue: 1, page (28)-36
- ISSN: 0023-5954
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topMandl, Petr. "Anwendungen der Theorie der optimalen Regelungnichtabbrechender Diffusionsprozesse." Kybernetika 01.1 (1965): (28)-36. <http://eudml.org/doc/28000>.
@article{Mandl1965,
author = {Mandl, Petr},
journal = {Kybernetika},
keywords = {probability theory},
language = {ger},
number = {1},
pages = {(28)-36},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Anwendungen der Theorie der optimalen Regelungnichtabbrechender Diffusionsprozesse},
url = {http://eudml.org/doc/28000},
volume = {01},
year = {1965},
}
TY - JOUR
AU - Mandl, Petr
TI - Anwendungen der Theorie der optimalen Regelungnichtabbrechender Diffusionsprozesse
JO - Kybernetika
PY - 1965
PB - Institute of Information Theory and Automation AS CR
VL - 01
IS - 1
SP - (28)
EP - 36
LA - ger
KW - probability theory
UR - http://eudml.org/doc/28000
ER -
References
top- W. Feller, Diffusion processes in genetics, Proc. 2nd Berkeley Symp. on Math. Stat. (1951), 227-246. (1951) Zbl0045.09302MR0046022
- W. H. Fleming, Some markovian optimisation problems, J. of Math. and Mech. 12 (1963), 131-140. (1963) MR0144088
- И. В. Гирсачов, Минимаксные задачи в теории диффузионных процессов, ДАН СССР 136 (1961), 761-764. (1961) Zbl1160.68305
- Р. Mandl, On optimal control of a nonstopped diffusion process, Z. für Wahrscheinlichkeitstheorie u. verw. G. (im Druck).
- П. Мачдл, Об управлении необрывающимися диффузионными процессами, Теория вероятностей и ее прим. 9 (1964), 644-669. (1964) Zbl1117.65300
- Р. Mandl, О optimálním řízení jednorozměrných difusních procesů, Aplikace matematiky 9 (1964), 412-420. (1964) MR0184780
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