scientific article; zbMATH DE number 3913399

zbMATH Open0572.60075MaRDI QIDQ3689974FDOQ3689974

Authors: Svetlana Anulova 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

optimal control problemreflecting boundaryBellmann equationfrozen coefficients methodHölder spacenon-branching diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Cited In (4)

• Gambling for resurrection and the heat equation on a triangle
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• Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration

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