Kushner, Harold J. Jump-diffusions with controlled jumps: Existence and numerical methods. (English) Zbl 0973.93059 J. Math. Anal. Appl. 249, No. 1, 179-198 (2000). Reviewer: H.Pragarauskas (Vilnius) MSC: 93E20 49M20 93E25 49J55 PDFBibTeX XMLCite \textit{H. J. Kushner}, J. Math. Anal. Appl. 249, No. 1, 179--198 (2000; Zbl 0973.93059) Full Text: DOI
Kushner, Harold J. Approximations and optimal control for the pathwise average cost per unit time and discounted problems for wideband noise-driven systems. (English) Zbl 0693.93083 SIAM J. Control Optimization 27, No. 3, 546-562 (1989). Reviewer: M.Piccioni MSC: 93E20 93E15 60F17 93E11 PDFBibTeX XMLCite \textit{H. J. Kushner}, SIAM J. Control Optim. 27, No. 3, 546--562 (1989; Zbl 0693.93083) Full Text: DOI
Kushner, Harold J. Almost optimal controls for wideband noise driven systems. (English) Zbl 0652.93067 Stochastic differential systems, stochastic control theory and applications, Proc. Workshop Minneapolis/Minn. 1986, IMA Vol. Math. Appl. 10, 255-273 (1988). Reviewer: M.Nisio MSC: 93E20 60H10 93C10 60J60 PDFBibTeX XML