Some Recent Results in the Optimal Control of Diffusion Processes

This publication has 28 references indexed in Scilit:

• Sur les equations de Monge-Ampere. I
  manuscripta mathematica, 1983
• Classical solutions of fully nonlinear, convex, second‐order elliptic equations
  Communications on Pure and Applied Mathematics, 1982
• A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS
  Mathematics of the USSR-Izvestiya, 1981
• Control of diffusion processes inRN
  Communications on Pure and Applied Mathematics, 1981
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
  Mathematics of the USSR-Sbornik, 1980
• Optimal stochastic switching and the Dirichlet problem for the Bellman equation
  Transactions of the American Mathematical Society, 1979
• ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAIN. II
  Mathematics of the USSR-Sbornik, 1978
• ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAIN
  Mathematics of the USSR-Sbornik, 1977
• ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
  Mathematics of the USSR-Izvestiya, 1973
• ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION
  Mathematics of the USSR-Izvestiya, 1972