scientific article; zbMATH DE number 3965954

zbMATH Open0598.93066MaRDI QIDQ3734288FDOQ3734288

Authors: N. V. Krylov 

Publication date: 1986

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

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zbMATH Keywords

stopping timeregularityvalue functioncontrolled diffusion processesBellman principle

Mathematics Subject Classification ID

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

Cited In (6)

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• The value function in ergodic control of diffusion processes with partial observations II
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• On time-inhomogeneous controlled diffusion processes in domains
• Stochastic control related to branching diffusion processes
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