On time-inhomogeneous controlled diffusion processes in domains
classification
🧮 math.PR
math.OC
keywords
controlleddiffusiondomainsprocessestime-inhomogeneousapplicationsbellmanconsidered
read the original abstract
Time-inhomogeneous controlled diffusion processes in both cylindrical and noncylindrical domains are considered. Bellman's principle and its applications to proving the continuity of value functions are investigated.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.