scientific article; zbMATH DE number 4019854

zbMATH Open0627.49014MaRDI QIDQ3763154FDOQ3763154

Authors: Giuliano Galeai 

Publication date: 1986

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

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zbMATH Keywords

variational inequalitiescontrolled diffusion processesBellmann equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Stability in context of PDEs (35B35) Variational inequalities (49J40) Methods involving semicontinuity and convergence; relaxation (49J45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (2)

• Stability properties of the value function in an infinite horizon optimal control problem
• Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem

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