On a non-linear semi-group attached to stochastic optimal control
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Publication:1241486
DOI10.2977/prims/1195190727zbMath0364.93039OpenAlexW2040431045MaRDI QIDQ1241486
Publication date: 1976
Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2977/prims/1195190727
Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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