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- W280017899 abstract "Abstract : The purpose of this paper is to prove the existence and uniqueness of generalized solution of the normed bellman equation with degenerate diffusion coefficients and also to prove that this unique solution is the cost function of a stochastic control problem associated with the normed Bellman equation. We can apply these results to some interesting degenerate and nonlinear differential equations. Keywords: Normalizing multiplier; Cost function." @default.
- W280017899 created "2016-06-24" @default.
- W280017899 creator A5004968253 @default.
- W280017899 date "1987-10-01" @default.
- W280017899 modified "2023-09-23" @default.
- W280017899 title "Normed Bellman Equation with Degenerate Diffusion Coefficients and Its Application to Differential Equations." @default.
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- W280017899 doi "https://doi.org/10.21236/ada190319" @default.
- W280017899 hasPublicationYear "1987" @default.
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