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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 19 scientific papers (total in 19 papers)

Control of Markov processes and $W$-spaces

N. V. Krylov
English version PDF (1338 kB) Citations (19)
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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
Russian version:
Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya, 1971, Volume 35, Issue 1, Pages 224–255
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”, Izv. Akad. Nauk SSSR Ser. Mat., 35:1 (1971), 224–255; 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 Izv. Akad. Nauk SSSR Ser. Mat.
\yr 1971
\vol 35
\issue 1
\pages 224--255
\mathnet{http://mi.mathnet.ru/im1955}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=295427}
\zmath{https://zbmath.org/?q=an:0274.93049}
\transl
\jour Math. USSR-Izv.
\yr 1971
\vol 5
\issue 1
\pages 233--266
\crossref{https://doi.org/10.1070/IM1971v005n01ABEH001040}
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    • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
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    Abstract page:483
    Russian version PDF:130
    English version PDF:35
    References:89
    First page:4
     
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