scientific article; zbMATH DE number 3628846

MaRDI QIDQ4190545zbMATH OpenFDO

Authors N. V. Krylov

Publication date 1979

Full work available at URL https://eudml.org/doc/71089

zbMATH Keywords

Bellman's EquationControlled Diffusion Processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Minimax problems in mathematical programming (90C47) Optimal stochastic control (93E20)

Cited in

(7)

• Uniqueness of the solution of Bellman's equation in the case of general controlled processes
• Characteristics of degenerate second-order parabolic Ito equations
• Traditional proof of Bellman's equation for controlled diffusion processes
• Bellman's equation in a lattice of measures for general controlled stochastic processes. I
• Nonlinear potentials for Hamilton-Jacobi-Bellman equations
• The quasiderivative method for derivative estimates of solutions to degenerate elliptic equations
• A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains

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