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Mathematics of the USSR-Izvestiya, 1972, Volume 6, Issue 1, Pages 249–262
DOI: https://doi.org/10.1070/IM1972v006n01ABEH001874 (Mi im2297) 		 
This article is cited in 17 scientific papers (total in 17 papers)

On control of the solution of a stochastic integral equation with degeneration

N. V. Krylov
English version PDF (598 kB) Citations (17) Russian version article
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DOI: https://doi.org/10.1070/IM1972v006n01ABEH001874
Abstract: This paper is devoted to the derivation of Bellman's differential equation in the payoff function $v(x)$ for a broad class of cases (Theorems 1 and 2). We prove that $v(x)$ is the smallest solution of this equation (Theorem 3).
Received: 24.12.1970
Bibliographic databases:
UDC: 519.2
MSC: Primary 60H20, 49C15; Secondary 49A30
Language: English
Original paper language: Russian
Citation: N. V. Krylov, “On control of the solution of a stochastic integral equation with degeneration”, Math. USSR-Izv., 6:1 (1972), 249–262
Citation in format AMSBIB
\Bibitem{Kry72}
\by N.~V.~Krylov
\paper On~control of the solution of a stochastic integral equation with degeneration
\jour Math. USSR-Izv.
\yr 1972
\vol 6
\issue 1
\pages 249--262
\mathnet{http://mi.mathnet.ru//eng/im2297}
\crossref{https://doi.org/10.1070/IM1972v006n01ABEH001874}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=307342}
\zmath{https://zbmath.org/?q=an:0265.60056}
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  • https://www.mathnet.ru/eng/im/v36/i1/p248
    • This publication is cited in the following 17 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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