Publication:3931156

zbMath0475.93080MaRDI QIDQ3931156

H. Pragarauskas

Publication date: 1981

zbMATH Keywords

Bellman equation; cost function of evolutionary type; drift and jump terms; optimal control problem for the Ito equation

Mathematics Subject Classification ID

45J05: Integro-ordinary differential equations

90C39: Dynamic programming

93E20: Optimal stochastic control

60G57: Random measures

60H99: Stochastic analysis

49J55: Existence of optimal solutions to problems involving randomness

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