scientific article; zbMATH DE number 3788510

zbMATH Open0499.93071MaRDI QIDQ3966032FDOQ3966032

Authors: José-Luis Menaldi 

Publication date: 1982

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsconvex regionreflected diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Semigroups of nonlinear operators (47H20) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (1)

• Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches

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