scientific article; zbMATH DE number 3799546

MaRDI QIDQ4744179zbMATH OpenFDO

Authors Domokos Vermes

Publication date 1982

zbMATH Keywords

Bellman equationobservations on the boundaryreflecting boundaryweak solution

Mathematics Subject Classification ID

Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Optimality conditions for problems involving randomness (49K45) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Optimal stochastic control (93E20)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4744179)