Bellman's equation for uniformly nondegenerate stochastic processes

DOI10.1007/BF00970853zbMath0447.60043MaRDI QIDQ1146451

H. Pragarauskas, Nicolai V. Krylov

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Bellman equationcontrolled processes of diffusion type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Optimal stochastic control (93E20) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (3)

Bellman's equation in a lattice of measures for general controlled stochastic processes. I ⋮ Traditional derivation of Bellman equation for general controlled stochastic processes ⋮ Limit transition in general degenerate Bellman equations. I

Cites Work

• On multipliers preserving convergence of trigonometric series almost everywhere
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bellman's equation for uniformly nondegenerate stochastic processes