On the dynamic programming principle for controlled diffusion processes in a cylindrical region

DOI10.17377/SEMI.2013.10.023zbMath1330.60099arXiv1212.2191MaRDI QIDQ891001

Dmitry B. Rokhlin

Publication date: 16 November 2015

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.2191

zbMATH Keywords

semicontinuityexit timevalue functiondynamic programming principle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60)

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