scientific article; zbMATH DE number 3705381

MaRDI QIDQ3897601zbMATH OpenFDO

Authors Henrikas Pragarauskas

Publication date 1980

zbMATH Keywords

Bellman equationSobolev derivatives

Mathematics Subject Classification ID

Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Cited in

(5)

• Limit transition in general degenerate Bellman equations. I
• Bellman's equation in a lattice of measures for general controlled stochastic processes. I
• Traditional derivation of Bellman equation for general controlled stochastic processes
• On solvability of integro-differential equations
• Approximation of controlled solutions of Ito's equation by controlled Markov chains

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