Geodesic
On the Dirichlet problem for Bellman's equation in a~plane domain
Sbornik. Mathematics, Tome 31 (1977) no. 2, pp. 231-248

Voir la notice de l'article provenant de la source Math-Net.Ru

The Dirichlet problem for Bellman's equation in a plane domain is considered. It is shown that, under certain assumptions about the type of smoothness and the “weak” nondegeneracy of the corresponding controlled diffusion process, the solution of this Dirichlet problem is the pay-off function of an optimal control problem. Under supplementary assumptions about smoothness, the pay-off function is also smooth. Bibliography: 11 titles. 
@article{SM_1977_31_2_a6,
     author = {M. V. Safonov},
     title = {On the {Dirichlet} problem for {Bellman's} equation in a~plane domain},
     journal = {Sbornik. Mathematics},
     pages = {231--248},
     publisher = {mathdoc},
     volume = {31},
     number = {2},
     year = {1977},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1977_31_2_a6/}
}
TY  - JOUR
AU  - M. V. Safonov
TI  - On the Dirichlet problem for Bellman's equation in a~plane domain
JO  - Sbornik. Mathematics
PY  - 1977
SP  - 231
EP  - 248
VL  - 31
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SM_1977_31_2_a6/
LA  - en
ID  - SM_1977_31_2_a6
ER  - 
%0 Journal Article
%A M. V. Safonov
%T On the Dirichlet problem for Bellman's equation in a~plane domain
%J Sbornik. Mathematics
%D 1977
%P 231-248
%V 31
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SM_1977_31_2_a6/
%G en
%F SM_1977_31_2_a6
M. V. Safonov. On the Dirichlet problem for Bellman's equation in a~plane domain. Sbornik. Mathematics, Tome 31 (1977) no. 2, pp. 231-248. http://geodesic.mathdoc.fr/item/SM_1977_31_2_a6/