Geodesic
On optimal control of a non-stopped diffusion process with reflection
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 3, pp. 516-522 
A. Ya. Kogan. On optimal control of a non-stopped diffusion process with reflection. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 3, pp. 516-522. http://geodesic.mathdoc.fr/item/TVP_1969_14_3_a11/
@article{TVP_1969_14_3_a11,
     author = {A. Ya. Kogan},
     title = {On optimal control of a~non-stopped diffusion process with reflection},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {516--522},
     year = {1969},
     volume = {14},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_3_a11/}
}
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Voir la notice de l'article provenant de la source Math-Net.Ru

In the paper the results of [1] are generalized to the multi-dimensional case, when boundary conditions are reduced to reflection in a non-tangential direction $\gamma$. It is supposed that the drift coefficients only are controllable. The method proposed to prove Theorem 1 gives a more effective procedure of finding the optimal value of the performance $\widehat\theta$ than that in [1].