SMOOTHNESS OF THE VALUE FUNCTION FOR A CONTROLLED DIFFUSION PROCESS IN A DOMAIN
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Publication:3479915
DOI10.1070/IM1990v034n01ABEH000603zbMath0701.93054OpenAlexW2026616134MaRDI QIDQ3479915
Publication date: 1990
Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/im1990v034n01abeh000603
Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Diffusion processes (60J60)
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