Some Recent Results in the Optimal Control of Diffusion Processes-Reference-Cited by-同舟云学术

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Some Recent Results in the Optimal Control of Diffusion Processes

Published:1984 Issue: Volume: Page:333-366
ISSN:0924-6509
Container-title:Stochastic Analysis, Proceedings of the Taniguchi International Symposium on Stochastic Analysis
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Author:

Lions Pierre-Louis

Publisher

Elsevier

Reference60 articles.

1. Uniqueness conditions and estimates for the solution of the Dirichlet problem;Alexandrov;Amer. Math. Soc. Transl.,1968

2. Majorization of solutions of second-order linear equations

3. Dirichlet's problem for the equation Det ‖Zij‖ = ϕ(Z1, …, Zn, Z, X1, …, xn), I.;Alexandrov;Vestnik Leningrad Univ. Ser. Mat. Mekh. Astr.,1958

4. I. Bakelman, Generalized solutions of the Dirichlet problem for the N-dimensional elliptic Monge-Ampère equations, preprint.

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On diffusion processes with drift in $$L_{d}$$;Probability Theory and Related Fields;2020-09-30

2. Recent Developments in the Theory of Nonlinear Scalar First and Second Order Partial Differential Equations;Dynamics of Infinite Dimensional Systems;1987

3. Optimal control and viscosity solutions;Lecture Notes in Mathematics;1985

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