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zbMath0499.93071MaRDI QIDQ3966032

José Luis Menaldi

Publication date: 1982

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equations convex region reflected diffusion processes

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches

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