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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 3, Pages 632–638 (Mi tvp3459)  
Short Communications

On controlled diffusion processes in a bounded domain

L. A. Alyushina

Vladimir State Technical University
Full-text PDF (429 kB)
Abstract: The paper studies an optimization problem for controlled diffusion processes in a smooth bounded domain. The existence of an optimal control with “good” properties is demonstrated for controlled (in the weak sense) processes of diffusion type.
Keywords: controlled diffusion processes, optimal control.
Received: 25.02.1992
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 3, Pages 533–538
DOI: https://doi.org/10.1137/1140056
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. A. Alyushina, “On controlled diffusion processes in a bounded domain”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 632–638; Theory Probab. Appl., 40:3 (1995), 533–538
Citation in format AMSBIB
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\paper On controlled diffusion processes in a~bounded domain
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 3
\pages 632--638
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\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 3
\pages 533--538
\crossref{https://doi.org/10.1137/1140056}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VN31700011}
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