ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. II

DOI10.1070/SM1979v035n03ABEH001487zbMath0439.60079OpenAlexW4241244056MaRDI QIDQ3881682

Nicolai 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

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

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

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