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zbMath0635.49016MaRDI QIDQ3774437

Masatoshi Fujisaki

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

filtering generalized solution degenerate parabolic Bellman equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Nonlinear parabolic equations (35K55) Nonlinear systems in control theory (93C10) Degenerate parabolic equations (35K65) Optimal stochastic control (93E20)

Cites Work

Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration

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