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Krylov, N. V.

On controlled diffusion processes with unbounded coefficients. (Russian) Zbl 0497.93060

Izv. Akad. Nauk SSSR, Ser. Mat. 45, 734-759 (1981).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0497.93060

Cited in 1 Review
Cited in 9 Documents

MSC:

93E20 Optimal stochastic control
60J60 Diffusion processes
49K45 Optimality conditions for problems involving randomness
49L20 Dynamic programming in optimal control and differential games
90C39 Dynamic programming

Keywords:

controlled diffusion process; unbounded coefficients; Bellman principle; Bellman equality

Citations:

Zbl 0459.93002
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