ON CONTROL OF DIFFUSION PROCESSES ON A SURFACE IN EUCLIDEAN SPACE

DOI10.1070/SM1990V065N01ABEH001143MaRDI QIDQ3835401zbMATH OpenOpenAlexFDO

Authors N. V. Krylov

Publication date 1990

Published in Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/sm1990v065n01abeh001143

zbMATH Keywords

Bellman's equationcontrol of diffusion processes on manifolds in Euclidean spaces

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Diffusion processes and stochastic analysis on manifolds (58J65) Diffusion processes (60J60) Optimal stochastic control (93E20)

Cited in

(2)

• scientific article; zbMATH DE number 4070788 (Why is no real title available?)
• On large deviation principles and the Monge-Ampère equation (following Berman, Hultgren)

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