ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAIN

DOI10.1070/SM1977v031n02ABEH002300zbMath0386.93059OpenAlexW1964147077MaRDI QIDQ4168852

Mikhail V. Safonov

Publication date: 1977

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1977v031n02abeh002300

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

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