An Example of a One-Dimensional Controlled Process

DOI10.1137/1121013zbMath0364.93038OpenAlexW2068161041MaRDI QIDQ4141064

I. L. Genis, Nicolai V. Krylov

Publication date: 1976

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1121013

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)

Related Items (3)

On the Hamilton-Jacobi-Bellman equations ⋮ Résolution analytique des problèmes de Bellman-Dirichlet ⋮ Existence results for bellman equations and maximum principles in unbounded domains

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