An Example of a One-Dimensional Controlled Process

DOI10.1137/1121013MaRDI QIDQ4141064zbMATH OpenOpenAlexFDO

Authors I. L. Genis, N. 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

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

Cited in

(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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