Traditional proof of Bellman's equation for controlled diffusion processes (Q1160600)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Traditional proof of Bellman's equation for controlled diffusion processes
scientific article

    Statements

    Traditional proof of Bellman's equation for controlled diffusion processes (English)
    0 references
    0 references
    1981
    0 references
    0 references
    Bellman equation
    0 references
    Aleksandrov-Busemann-Feller theorem
    0 references
    controlled diffusion process
    0 references
    0 references