ON CONTROL OF DIFFUSION PROCESSES ON A SURFACE IN EUCLIDEAN SPACE

DOI10.1070/SM1990v065n01ABEH001143zbMath0678.93068OpenAlexW2000986015MaRDI QIDQ3835401

Nicolai V. Krylov

Publication date: 1990

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1990v065n01abeh001143

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)

Related Items (1)

On large deviation principles and the Monge-Ampère equation (following Berman, Hultgren)

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