On the uniqueness of a solution to the Bellman equation in Sobolev's classes (Q1178912)
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scientific article; zbMATH DE number 23526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the uniqueness of a solution to the Bellman equation in Sobolev's classes |
scientific article; zbMATH DE number 23526 |
Statements
On the uniqueness of a solution to the Bellman equation in Sobolev's classes (English)
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26 June 1992
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See the review in Zbl 0738.60059.
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Sobolev spaces
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Bellman equations
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unbounded coefficients
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Itô processes
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