On the dynamic programming principle for controlled diffusion processes in a cylindrical region

Rokhlin D. B

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On the dynamic programming principle for controlled diffusion processes in a cylindrical region

机译：关于圆柱区域内受控扩散过程的动态规划原理

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We prove the dynamic programming principle for a class of diffusion processes controlled up to the time of exit from a cylindrical region [0; T) G. It is assumed that the functional to be maximized is in the Lagrange form with nonnegative integrand. Bes

机译：我们证明了一类扩散过程的动态规划原理，该扩散过程一直控制到从圆柱区域退出时[0; T）G.假定要最大化的泛函是带非负整数的Lagrange形式。贝斯

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《Sibirskie elektronnye matematicheskie izvestiia: Siberian Electronic Mathematical Reports 》 |2013年第1期| 共9页
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Rokhlin D. B;
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On the dynamic programming principle for controlled diffusion processes in a cylindrical region

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