scientific article; zbMATH DE number 3595065

MaRDI QIDQ4160808zbMATH OpenFDO

Authors Henrikas Pragarauskas

Publication date 1978

Mathematics Subject Classification ID

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

Cited in

(4)

• Bellman's equation in a lattice of measures for general controlled stochastic processes. I
• Traditional derivation of Bellman equation for general controlled stochastic processes
• Limit transition in general degenerate Bellman equations. I
• Bellman's equation for uniformly nondegenerate stochastic processes

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