Publication:3951128

zbMath0489.49011MaRDI QIDQ3951128

H. Pragarauskas

Publication date: 1981

zbMATH Keywords

Bellman equations; lattice of measures; diffusion drift and jump

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

60J60: Diffusion processes

28A15: Abstract differentiation theory, differentiation of set functions

06B99: Lattices

49J55: Existence of optimal solutions to problems involving randomness

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Uniqueness of the solution of Bellman's equation in the case of general controlled processes, Nonlinear potentials for Hamilton-Jacobi-Bellman equations