CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS

DOI10.2206/KYUSHUMFS.39.165MaRDI QIDQ3705335zbMATH OpenOpenAlexFDO

Authors Yuji Yoshida

Publication date 1985

Published in Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2206/kyushumfs.39.165

zbMATH Keywords

Bellman semi-groupscontrol of diffusionsnon-stationary rewardsoptional controloptional value functions

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Optimal stochastic control (93E20)

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Cited in

(3)

• scientific article; zbMATH DE number 4200127 (Why is no real title available?)
• SMOOTHNESS OF THE VALUE FUNCTION FOR A CONTROLLED DIFFUSION PROCESS IN A DOMAIN
• scientific article; zbMATH DE number 18811 (Why is no real title available?)

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