Limit transition in general degenerate Bellman equations. I
DOI10.1007/BF00967673zbMATH Open0518.93061OpenAlexW1992621720MaRDI QIDQ1054698FDOQ1054698
Authors: Henrikas Pragarauskas 
Publication date: 1981
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00967673
nonlinear integro-differential equationdegenerate Bellman equationcontrolled jump diffusion processesdegenerate controlled processes
Diffusion processes (60J60) Integro-partial differential equations (45K05) Singular nonlinear integral equations (45G05) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20)
Cites Work
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- Bellman's equation for uniformly nondegenerate stochastic processes
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