scientific article; zbMATH DE number 3799546

MaRDI QIDQ4744179zbMATH OpenFDO

Authors Domokos Vermes

Publication date 1982

zbMATH Keywords

weak solutionBellman equationreflecting boundaryobservations on the boundary

Mathematics Subject Classification ID

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

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