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Optimal control of jump-Markov processes and viscosity solutions. (English) Zbl 0850.93889
Stochastic differential systems, stochastic control theory and applications, Proc. Workshop Minneapolis/Minn. 1986, IMA Vol. Math. Appl. 10, 501-511 (1988).
For the entire collection see [Zbl 0825.49041].

MSC:
93E20 Optimal stochastic control
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