Krylov, N. V. Control of the diffusion type processes. (English) Zbl 0432.60049 Proc. int. Congr. Math., Helsinki 1978, Vol. 2, 859-863 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 Documents MSC: 60G35 Signal detection and filtering (aspects of stochastic processes) 93E20 Optimal stochastic control 60J60 Diffusion processes Keywords:optimal stochastic control; degenerate diffusion processes; Bellman equation Citations:Zbl 0415.00005 PDFBibTeX XML