On time-inhomogeneous controlled diffusion processes in domains

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dc.creatorDong, Hongjie
dc.creatorKrylov, N. V.
dc.date2005-12-09
dc.date2007-03-27
dc.date.accessioned2026-07-07T07:53:50Z
dc.date.available2026-07-07T07:53:50Z
dc.descriptionTime-inhomogeneous controlled diffusion processes in both cylindrical and noncylindrical domains are considered. Bellman's principle and its applications to proving the continuity of value functions are investigated.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117906000000395 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0512200
dc.identifierhttp://arxiv.org/abs/math/0512200
dc.identifierAnnals of Probability 2007, Vol. 35, No. 1, 206-227
dc.identifierdoi:10.1214/009117906000000395
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/126372
dc.subjectProbability
dc.subjectOptimization and Control
dc.subject93E20, 90C40 (Primary)
dc.titleOn time-inhomogeneous controlled diffusion processes in domains
dc.typetext

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