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This article is cited in 11 scientific papers (total in 11 papers)
On the Dirichlet problem for Bellman's equation in a plane domain
M. V. Safonov
Abstract:
The Dirichlet problem for Bellman's equation in a plane domain is considered. It is shown that, under certain assumptions about the type of smoothness and the “weak” nondegeneracy of the corresponding controlled diffusion process, the solution of this Dirichlet problem is the pay-off function of an optimal control problem. Under supplementary assumptions about smoothness, the pay-off function is also smooth.
Bibliography: 11 titles.
Received: 01.04.1976
Citation:
M. V. Safonov, “On the Dirichlet problem for Bellman's equation in a plane domain”, Mat. Sb. (N.S.), 102(144):2 (1977), 260–279; Math. USSR-Sb., 31:2 (1977), 231–248
Linking options:
https://www.mathnet.ru/eng/sm2682https://doi.org/10.1070/SM1977v031n02ABEH002300 https://www.mathnet.ru/eng/sm/v144/i2/p260
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Abstract page: | 463 | Russian version PDF: | 122 | English version PDF: | 25 | References: | 59 |
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