scientific article; zbMATH DE number 3673290

MaRDI QIDQ3870077zbMATH OpenFDO

Authors N. V. Krylov

Publication date 1980

zbMATH Keywords

Bellman equationdegenerate diffusion processesoptimal stochastic control

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Optimal stochastic control (93E20)

Cited in

(4)

• Parabolic Bellman-systems with mean field dependence
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Parabolic Bellman equations with risk control
• Bellman function for the estimates of Littlewood--Paley type and asymptotic estimates in the p-1 problem

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