scientific article; zbMATH DE number 3965954

MaRDI QIDQ3734288zbMATH OpenFDO

Authors N. V. Krylov

Publication date 1986

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)

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