scientific article; zbMATH DE number 3965954

MaRDI QIDQ3734288zbMATH OpenFDO

Authors N. V. Krylov

Publication date 1986

zbMATH Keywords

Bellman principlecontrolled diffusion processesregularitystopping timevalue function

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimal stochastic control (93E20)

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