scientific article

zbMATH Open0655.93078MaRDI QIDQ3803017

N. V. Krylov

Publication date: 1988

Full work available at URL: https://eudml.org/doc/72011

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zbMATH Keywords

Bellman's equationcontrol of diffusion processes on manifolds in Euclidean spaces

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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