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Publication:3955253
zbMath0492.93069MaRDI QIDQ3955253
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonlinear integro-differential equationdegenerate Bellman equationcontrolled jump diffusion processesdegenerate controlled processes
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)
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Bellman's equation in a lattice of measures for general controlled stochastic processes. I ⋮ Traditional derivation of Bellman equation for general controlled stochastic processes ⋮ Passage to the limit in general degenerate Bellman equations. II
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