Nonlinear semigroups and a characterization of the value process in stochastic control

DOI10.2748/TMJ/1178228947MaRDI QIDQ786739zbMATH OpenOpenAlexFDO

Authors Hiroaki Morimoto, Masataka Izumisawa

Publication date 1983

Published in Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2748/tmj/1178228947

zbMATH Keywords

Bellman principlenonlinear semigroupoptional projectionvalue process

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Martingales with continuous parameter (60G44) Optimal stochastic control (93E20)

Cites work

• Existence of Optimal Stochastic Control Laws
• scientific article; zbMATH DE number 3744982 (Why is no real title available?)
• scientific article; zbMATH DE number 3505964 (Why is no real title available?)
• On a non-linear semi-group attached to stochastic optimal control
• On the Solutions of a Stochastic Control System
• Point processes and queues. Martingale dynamics

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