Mathematics of the USSR-Izvestiya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Izv. RAN. Ser. Mat.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Mathematics of the USSR-Izvestiya, 1971, Volume 5, Issue 1, Pages 233–266
DOI: https://doi.org/10.1070/IM1971v005n01ABEH001040 (Mi im1955) 		 
This article is cited in 20 scientific papers (total in 20 papers)

Control of Markov processes and $W$-spaces

N. V. Krylov
English version PDF (1338 kB) Citations (20) Russian version article
References:
PDF
HTML
DOI: https://doi.org/10.1070/IM1971v005n01ABEH001040
Abstract: Problems in the control of continuous Markov processes on a semicompactum by two players with conflicting interests are studied. The basic content of the paper is a derivation of Bellman's equations in the case where control is exercised for an infinite time (Theorem 3), and in the case of a problem of optimal stopping (Theorem 6). The results are illustrated by two examples (Theorems 1 and 2).
Received: 08.12.1969
Bibliographic databases:
UDC: 519.2
MSC: Primary 93E05, 90D05; Secondary 93E20, 60J25
Language: English
Original paper language: Russian
Citation: N. V. Krylov, “Control of Markov processes and $W$-spaces”, Math. USSR-Izv., 5:1 (1971), 233–266
Citation in format AMSBIB
\Bibitem{Kry71}
\by N.~V.~Krylov
\paper Control of Markov processes and $W$-spaces
\jour Math. USSR-Izv.
\yr 1971
\vol 5
\issue 1
\pages 233--266
\mathnet{http://mi.mathnet.ru//eng/im1955}
\crossref{https://doi.org/10.1070/IM1971v005n01ABEH001040}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=295427}
\zmath{https://zbmath.org/?q=an:0274.93049}
Linking options:
  • https://www.mathnet.ru/eng/im1955
  • https://doi.org/10.1070/IM1971v005n01ABEH001040
  • https://www.mathnet.ru/eng/im/v35/i1/p224
    • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024