scientific article; zbMATH DE number 3523442

MaRDI QIDQ4101714zbMATH OpenFDO

Authors Makiko Nisio

Publication date 1975

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Optimal stochastic control (93E20)

Cited in

(6)

• A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
• On a non-linear semi-group attached to stochastic optimal control
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Un problème de contrôle géométrique et les équations de Hamilton-Jacobi-Bellman
• Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman
• Value functions and the Dirichlet problem for Isaacs equation in a smooth domain

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