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- W4237811400 abstract "Publisher SummaryThis chapter presents the dynamic programming approach. The problem of controlled diffusions is considered. Control problems for general semi groups are studied. In fact, the same methodology carries over to many other types of Markov processes, such as reflected diffusions, diffusions with jumps, and semi Markov processes. The control of general non Markov processes cannot be treated in that way. One has then to use the purely probabilistic approach mentioned in the general introduction. The method of improvement of regularity is used. The problem of semi group envelope is introduced. A problem of non linear semi group connected to stochastic control is also presented in the chapter." @default.
- W4237811400 created "2022-05-12" @default.
- W4237811400 date "1982-01-01" @default.
- W4237811400 modified "2023-09-27" @default.
- W4237811400 title "Chapter IV Stochastic Control with Complete Information" @default.
- W4237811400 doi "https://doi.org/10.1016/s0168-2024(08)70291-1" @default.
- W4237811400 hasPublicationYear "1982" @default.
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