scientific article; zbMATH DE number 3756367

zbMATH Open0481.93068MaRDI QIDQ3939710FDOQ3939710

Authors: N. N. Krylov, Henrikas Pragarauskas 

Publication date: 1981

Title of this publication is not available (Why is that?)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsjump diffusion processes

Mathematics Subject Classification ID

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

Cited In (2)

• 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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