Title:
|
O optimálním řízení jednorozměrných difusních procesů (Czech) |
Title:
|
On the optimal control of one-dimensional diffusion processes (English) |
Title:
|
Über die optimale Regelung eindimensionaler Diffusionsprozesse (German) |
Author:
|
Mandl, Petr |
Language:
|
Czech |
Journal:
|
Aplikace matematiky |
ISSN:
|
0373-6725 |
Volume:
|
9 |
Issue:
|
6 |
Year:
|
1964 |
Pages:
|
412-420 |
Summary lang:
|
German |
Summary lang:
|
Russian |
. |
Category:
|
math |
. |
Keyword:
|
variational calculus |
MSC:
|
93-60 |
idZBL:
|
Zbl 0133.06004 |
idMR:
|
MR0184780 |
DOI:
|
10.21136/AM.1964.102920 |
. |
Date available:
|
2008-05-20T17:27:42Z |
Last updated:
|
2020-07-28 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/102920 |
. |
Reference:
|
[1] W. Feller: The parabolic differential equations and the associated semi-groups of transformations.Ann. of Mathematics 55 (1952), 468-519. MR 0047886, 10.2307/1969644 |
Reference:
|
[2] W. H. Fleming: Some Markovian Optimization Problems.J. of Math. and Mech. 12 (1963), 131-140. Zbl 0128.37902, MR 0144088 |
Reference:
|
[3] E. Kamke: Das Lebesgue-Stieltjes-Integral.Leipzig, 1956. Zbl 0071.05401, MR 0081330 |
Reference:
|
[4] V. V. Stěpanov: Kurs diferenciálních rovnic.Praha, 1950. |
. |