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Mandl, Petr
O optimálním řízení jednorozměrných difusních procesů. (Czech) [On the optimal control of one-dimensional diffusion processes]. Aplikace matematiky, vol. 9 (1964), issue 6, pp. 412-420
MSC: 93-60 | MR 0184780 | Zbl 0133.06004 | DOI: 10.21136/AM.1964.102920
Keywords:
variational calculus
References:
[1] W. Feller: The parabolic differential equations and the associated semi-groups of transformations. Ann. of Mathematics 55 (1952), 468-519. DOI 10.2307/1969644 | MR 0047886
[2] W. H. Fleming: Some Markovian Optimization Problems. J. of Math. and Mech. 12 (1963), 131-140. MR 0144088 | Zbl 0128.37902
[3] E. Kamke: Das Lebesgue-Stieltjes-Integral. Leipzig, 1956. MR 0081330 | Zbl 0071.05401
[4] V. V. Stěpanov: Kurs diferenciálních rovnic. Praha, 1950.
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