Limit transition in degenerate Bellman equations

DOI10.1007/BF00970857zbMath0489.93046MaRDI QIDQ1167119

H. Pragarauskas

Publication date: 1980

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

zbMATH Keywords

degenerate Bellman equationsdiffusion-jump processlimit transition

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05) Integral, integro-differential, and pseudodifferential operators (47Gxx)

Cites Work

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