scientific article; zbMATH DE number 3958372

MaRDI QIDQ3727080zbMATH OpenFDO

Authors P.-L. Lions

Publication date 1986

zbMATH Keywords

Hamilton-Jacobi-Bellman equationregularity resultsoptimal stochastic control of reflected diffusion processesreflection on the boundary

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear boundary value problems for linear elliptic equations (35J65) Optimal stochastic control (93E20)

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