On time-inhomogeneous controlled diffusion processes in domains (Q879254): Difference between revisions

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+The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains
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+Q4032143
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+On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
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+Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains
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+Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
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