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On the control of diffusion processes

✍ Scribed by R. Morton

Publisher
Springer
Year
1974
Tongue
English
Weight
463 KB
Volume
14
Category
Article
ISSN
0022-3239

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## Notations rind Assumptions 1.1. Notations. Let V be a closed, non-empty, convex set in R" ( V is the set of values of the control). We assume that the following functions are given: and we denote a ( x , u ) = + ( x , u ) \* d ( X , O ) . ' We assume in the following (except when mentioned exp