Tsitovich, I. I. Control of a diffusion process with small diffusion and drift depending on an unknown parameter. (Russian) Zbl 0407.60085 Teor. Veroyatn. Mat. Stat. 20, 137-151 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Review MSC: 60J60 Diffusion processes 93E20 Optimal stochastic control Keywords:Small Diffusion and Drift; Control of a Diffusion Process; Diffusion Process; Asymptotically Optimal Sequence of Controls PDFBibTeX XML