The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
We consider a controlled diffusion process, the description of which depends on an unknown parameter α , and investigate the following control policy. To each α an optimal stationary control is ...
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