学术探索
学术期刊
新闻热点
数据分析
智能评审

AN OPTIMAL CONTROL OF A NON-TERMINATING DIFFUSION PROCESS WITH REFLECTION

被引：12
作者：
KOGAN, YA
机构：
来源：
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1969年 / 14卷 / 03期
关键词：
D O I：
10.1137/1114063
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：496 / &
相关论文
共 17 条
[1]   ESTIMATES NEAR THE BOUNDARY FOR SOLUTIONS OF ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS SATISFYING GENERAL BOUNDARY CONDITIONS .1. [J].
AGMON, S ;
DOUGLIS, A ;
NIRENBERG, L .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1959, 12 (04) :623-727
[2]  
Dynkin EB., 2006, THEORY MARKOV PROCES
[3]  
Eidelman S.D., 1969, PARABOLIC SYSTEMS, P469
[4]  
FELDBAUM AA, 1959, COMPUTATIONAL METHOD
[5]  
FLEMIMG WH, 1963, J MATH MECH, V12, P131
[6]   DUALITY AND A PRIORI ESTIMATES IN MARKOVIAN OPTIMIZATION PROBLEMS [J].
FLEMING, WH .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1966, 16 (02) :254-&
[7]  
FREIDLIN MI, 1967, DOKL AKAD NAUK SSSR+, V177, P1015
[8]  
FREIDLIN MI, 1963, THEOR PROBAB APPL, V8, P75
[9]  
Girsanov I.V., 1960, THEOR PROBAB APPL, V5, P285, DOI DOI 10.1137/1105027
[10]  
GIRSANOV IV, 1961, DOKL AKAD NAUK SSSR+, V136, P761
12