Limit transition in general degenerate Bellman equations. I

DOI10.1007/BF00967673MaRDI QIDQ1054698zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

nonlinear integro-differential equationdegenerate Bellman equationcontrolled jump diffusion processesdegenerate controlled processes

Mathematics Subject Classification ID

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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• scientific article; zbMATH DE number 3625901 (Why is no real title available?)
• Bellman's equation for uniformly nondegenerate stochastic processes

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