Bellman's equation for uniformly nondegenerate stochastic processes

DOI10.1007/BF00970853MaRDI QIDQ1146451zbMATH OpenFDO

Authors N. V. Krylov, Henrikas Pragarauskas

Publication date 1980

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00970853

zbMATH Keywords

Bellman equationcontrolled processes of diffusion type

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3810606 (Why is no real title available?)
• scientific article; zbMATH DE number 3595065 (Why is no real title available?)
• scientific article; zbMATH DE number 3592713 (Why is no real title available?)
• On multipliers preserving convergence of trigonometric series almost everywhere

Cited in

(3)

• Limit transition in general degenerate Bellman equations. I
• Bellman's equation in a lattice of measures for general controlled stochastic processes. I
• Traditional derivation of Bellman equation for general controlled stochastic processes

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