On bellman equation for controlled degenerate general stochastic processes

  • H. Pragarauskas
Conference paper
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 25)

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References

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    Krylov, N.V., Controlled processes of diffusion type, M., "Nauka", 1977 (in Russian).Google Scholar
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    Krylov, N.V., Some new results from the theory of controlled diffusion processes, Matem sb. (in Russian, to appear).Google Scholar
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    Krylov, N.V., Pragarauskas, H., On Bellman equation for uniformly non-degenerated general stochastic processes, Lietuvos matem. rink. (in russian, to appear).Google Scholar
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    Pragarauskas, H., Control of solution of stochastic equation with discontinuous paths, Lietuvos matem. rink., 1978, XVIII, 1, 147–167 (in Russian).Google Scholar
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    Pragarauskas, H., On Bellman equation for weakly degenerated general stochastic processes, Lietuvos matem. rink. (in Russian, to appear).Google Scholar
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    Pragarauskas, H., On limit transition in general degenerated Bellman equations I, II, Lietuvos matem. rink. (in Russian, to appear).Google Scholar
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    Dunford, N., Schwartz, J. T., Linear operators, general theory, Interscience Publishers, New York, London, 1958.Google Scholar
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    Aleksandrov, A. D., The existence almost everywhere of the second order differential of a convex function and certain related properties of convex surfaces, Sci. Notes LSU, 1939, No 37, ser. math., 6, 3–35.Google Scholar

Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • H. Pragarauskas
    • 1
  1. 1.Vilnius, Institute of Mathematics and Cybernetics of the Academy of Sciences of the Lithuanian SSR

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