Nonlinear semigroups and a characterization of the value process in stochastic control

DOI10.2748/TMJ/1178228947zbMath0528.93067OpenAlexW2003263028MaRDI QIDQ786739

Hiroaki Morimoto, Masataka Izumisawa

Publication date: 1983

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178228947

zbMATH Keywords

nonlinear semigroupoptional projectionBellman principlevalue process

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Optimal stochastic control (93E20) Martingales with continuous parameter (60G44)

Cites Work

• Point processes and queues. Martingale dynamics
• On a non-linear semi-group attached to stochastic optimal control
• On the Solutions of a Stochastic Control System
• Existence of Optimal Stochastic Control Laws
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