scientific article; zbMATH DE number 3784772
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Publication:3962901
zbMATH Open0497.93060MaRDI QIDQ3962901FDOQ3962901
Authors: N. V. Krylov 
Publication date: 1981
Title of this publication is not available (Why is that?)
Diffusion processes (60J60) Dynamic programming (90C39) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
Cited In (9)
- A Calabi theorem for solutions to the parabolic Monge-Ampère equation with periodic data
- An extension of Jörgens-Calabi-Pogorelov theorem to parabolic Monge-Ampère equation
- ``Minimum toll control of diffusions
- Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations I: Bellman Equations with Constant Coefficients
- Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
- Bankruptcy and expected utility maximization
- A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains
- On time-inhomogeneous controlled diffusion processes in domains
- Backward stochastic differential equations with singular terminal condition
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