scientific article; zbMATH DE number 3913399

MaRDI QIDQ3689974zbMATH OpenFDO

Authors Svetlana Anulova

Publication date 1985

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)

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(4)

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• Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration

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