Traditional proof of Bellman's equation for controlled diffusion processes

N. Krylov

doi:10.1007/BF00970253

Traditional proof of Bellman's equation for controlled diffusion processes

N. Krylov

School of Mathematics

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

2 Scopus citations

Original language	English (US)
Pages (from-to)	23-29
Number of pages	7
Journal	Lithuanian Mathematical Journal
Volume	21
Issue number	1
DOIs	https://doi.org/10.1007/BF00970253
State	Published - Jan 1 1981

Publisher link

10.1007/BF00970253

Find It

Find It at U of M Libraries

Cite this

@article{929c62f83e904d0b8ee1edff04247708,

title = "Traditional proof of Bellman's equation for controlled diffusion processes",

author = "N. Krylov",

year = "1981",

month = jan,

day = "1",

doi = "10.1007/BF00970253",

language = "English (US)",

volume = "21",

pages = "23--29",

journal = "Lithuanian Mathematical Journal",

issn = "0363-1672",

publisher = "Springer GmbH & Co, Auslieferungs-Gesellschaf",

number = "1",

}

TY - JOUR

T1 - Traditional proof of Bellman's equation for controlled diffusion processes

AU - Krylov, N.

PY - 1981/1/1

Y1 - 1981/1/1

UR - http://www.scopus.com/inward/record.url?scp=34250234685&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=34250234685&partnerID=8YFLogxK

U2 - 10.1007/BF00970253

DO - 10.1007/BF00970253

M3 - Article

AN - SCOPUS:34250234685

SN - 0363-1672

VL - 21

SP - 23

EP - 29

JO - Lithuanian Mathematical Journal

JF - Lithuanian Mathematical Journal

IS - 1

ER -

Traditional proof of Bellman's equation for controlled diffusion processes

Publisher link

Find It

Other files and links

Cite this