ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. II

DOI10.1070/SM1979V035N03ABEH001487MaRDI QIDQ3881682zbMATH OpenOpenAlexFDO

Authors N. V. Krylov

Publication date 1979

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

Full work available at URL https://doi.org/10.1070/sm1979v035n03abeh001487

zbMATH Keywords

degenerate Bellman equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20)

Cited in

(1)

• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness

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