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On optimal control of a non-stopped diffusion process

  • Petr Mandl
Article

Keywords

Stochastic Process Probability Theory Diffusion Process Mathematical Biology 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Literature

  1. [1]
    Feller, W.: Diffusion processes in one dimension. Trans. Amer. math. Soc. 77, 1–31 (1954).Google Scholar
  2. [2]
    Fleming, W. H.: Some Markovian optimization problems. J. Math. Mech. 12, 131–140 (1963).Google Scholar
  3. [3]
    Kamke, E.: Das Lebesgue-Stieltjes-Integral. Leipzig: Teubner 1956.Google Scholar

Copyright information

© Springer-Verlag 1965

Authors and Affiliations

  • Petr Mandl
    • 1
  1. 1.Ustav teorie informace a automatizacečeskoslovenské akademie vĚdPraha 2Czechoslovakia

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