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Mathematics of the USSR-Sbornik, 1977, Volume 31, Issue 2, Pages 231–248
DOI: https://doi.org/10.1070/SM1977v031n02ABEH002300 (Mi sm2682) 		 
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
English version PDF (1140 kB) Citations (11) Russian version article
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DOI: https://doi.org/10.1070/SM1977v031n02ABEH002300
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
Bibliographic databases:
UDC: 517.544+519.2
MSC: Primary 60H15, 35J60; Secondary 60J65, 35J25, 93E20
Language: English
Original paper language: Russian
Citation: M. V. Safonov, “On the Dirichlet problem for Bellman's equation in a plane domain”, Math. USSR-Sb., 31:2 (1977), 231–248
Citation in format AMSBIB
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\by M.~V.~Safonov
\paper On the Dirichlet problem for Bellman's equation in a~plane domain
\jour Math. USSR-Sb.
\yr 1977
\vol 31
\issue 2
\pages 231--248
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\crossref{https://doi.org/10.1070/SM1977v031n02ABEH002300}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=445110}
\zmath{https://zbmath.org/?q=an:0347.93050|0386.93059}
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  • https://www.mathnet.ru/eng/sm/v144/i2/p260
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
     
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