scientific article; zbMATH DE number 1419772

MaRDI QIDQ4944459zbMATH OpenFDO

Authors Angel Soriano

Publication date 9 October 2000

zbMATH Keywords

representation formulaecontrolled stochastic dynamic system

Mathematics Subject Classification ID

Dynamic programming (90C39)

Recommendations

• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
• scientific article; zbMATH DE number 688022
• scientific article; zbMATH DE number 1529810
• Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem
• Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control

Cited in

(2)

• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
• On a discrete-time non-zero-sum Dynkin problem with monotonicity

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 Q4944459)