On time-inhomogeneous controlled diffusion processes in domains
Hongjie DongN. V. Krylov
所有作者
Hongjie DongN. V. Krylov
文献摘要
Time-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.