scientific article; zbMATH DE number 4034509

MaRDI QIDQ3774437zbMATH OpenFDO

Authors Masatoshi Fujisaki

Publication date 1988

zbMATH Keywords

degenerate parabolic Bellman equationfilteringgeneralized solution

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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Cites work

• Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration

Cited in

(7)

• A theorem on degenerate elliptic Bellman equations in bounded domains
• scientific article; zbMATH DE number 3848107 (Why is no real title available?)
• scientific article; zbMATH DE number 5521039 (Why is no real title available?)
• Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555
• scientific article; zbMATH DE number 4112417 (Why is no real title available?)
• scientific article; zbMATH DE number 1484942 (Why is no real title available?)
• On the Bellman Equation for the Minimum Time Problem in Infinite Dimensions

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