On the uniqueness of a solution to the Bellman equation in Sobolev's classes
From MaRDI portal
Publication:1178912
DOI10.1007/BF00970793zbMath0782.60042MaRDI QIDQ1178912
Remigijus Mikulevičius, H. Pragarauskas
Publication date: 26 June 1992
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05)
Cites Work