Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration

zbMath0599.93068MaRDI QIDQ1080836

Masatoshi Fujisaki

Publication date: 1986

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Bellman equationdegenerate diffusion processes

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Degenerate parabolic equations (35K65) Optimal stochastic control (93E20) Diffusion processes (60J60)

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