Traditional derivation of Bellman equation for general controlled stochastic processes

N. V. Krylov; H. Pragarauskas

doi:10.1007/BF00973072

Traditional derivation of Bellman equation for general controlled stochastic processes

N. V. Krylov, H. Pragarauskas

School of Mathematics

Research output: Contribution to journal › Article › peer-review

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Original language	English (US)
Pages (from-to)	146-152
Number of pages	7
Journal	Lithuanian Mathematical Journal
Volume	21
Issue number	2
DOIs	https://doi.org/10.1007/BF00973072
State	Published - Apr 1981

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title = "Traditional derivation of Bellman equation for general controlled stochastic processes",

author = "Krylov, {N. V.} and H. Pragarauskas",

year = "1981",

month = apr,

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pages = "146--152",

journal = "Lithuanian Mathematical Journal",

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AU - Pragarauskas, H.

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JO - Lithuanian Mathematical Journal

JF - Lithuanian Mathematical Journal

IS - 2

ER -

Traditional derivation of Bellman equation for general controlled stochastic processes

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