scientific article; zbMATH DE number 1246360

zbMATH Open0919.35030MaRDI QIDQ4226545FDOQ4226545

Authors: M. Mania, R. Tevzadze 

Publication date: 29 August 1999

Full work available at URL: https://eudml.org/doc/229961

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

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zbMATH Keywords

Ito equationcontrolled diffusionsno regularity assumptions on the controls

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (6)

• Mild solutions to the dynamic programming equation for stochastic optimal control problems
• Bellman approach to some problems in harmonic analysis
• On the uniqueness of a solution to the Bellman equation in Sobolev's classes
• Uniqueness of the solution of Bellman's equation in the case of general controlled processes
• An auxiliary equation for the Bellman equation in a one-dimensional ergodic control
• Title not available (Why is that?)

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