Passage to the limit in general degenerate Bellman equations. II

DOI10.1007/BF00970258zbMath0505.93077MaRDI QIDQ1836659

H. Pragarauskas

Publication date: 1981

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

zbMATH Keywords

nonlinear integro-differential equationdegenerate Bellman equationcontrolled jump diffusion processesdegenerate controlled processes

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Optimal stochastic control (93E20) Diffusion processes (60J60) Singular nonlinear integral equations (45G05) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

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