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zbMATH Open0598.93066MaRDI QIDQ3734288

N. V. Krylov

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

regularity stopping time value function controlled diffusion processes Bellman principle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Related Items (1)

The value function in ergodic control of diffusion processes with partial observations II

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