论域上的非时齐受控扩散过程
概率论
2007-05-23 v2 最优化与控制
摘要
考虑了柱形与非柱形域中的非时齐受控扩散过程。研究了 Bellman 原理及其在证明值函数连续性方面的应用。
引用
@article{arxiv.math/0512200,
title = {On time-inhomogeneous controlled diffusion processes in domains},
author = {Hongjie Dong and N. V. Krylov},
journal= {arXiv preprint arXiv:math/0512200},
year = {2007}
}
备注
Published 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)