scientific article

zbMath0481.93068MaRDI QIDQ3939710

N. N. Krylov, H. Pragarauskas

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsjump diffusion processes

Mathematics Subject Classification ID

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

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Bellman's equation in a lattice of measures for general controlled stochastic processes. I ⋮ Nonlinear potentials for Hamilton-Jacobi-Bellman equations

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