Solution of Bellman's equation by means of a system of nonlinear singular integral equations.

@article{Mania1998,
author = {Mania, M., Tevzadze, R.},
journal = {Memoirs on Differential Equations and Mathematical Physics},
keywords = {no regularity assumptions on the controls; controlled diffusions; Ito equation},
language = {eng},
pages = {121-129},
publisher = {A. Razmadze Mathematical Institute of the Georgian Academy of Sciences},
title = {Solution of Bellman's equation by means of a system of nonlinear singular integral equations.},
url = {http://eudml.org/doc/229961},
volume = {13},
year = {1998},
}

TY - JOUR
AU - Mania, M.
AU - Tevzadze, R.
TI - Solution of Bellman's equation by means of a system of nonlinear singular integral equations.
JO - Memoirs on Differential Equations and Mathematical Physics
PY - 1998
PB - A. Razmadze Mathematical Institute of the Georgian Academy of Sciences
VL - 13
SP - 121
EP - 129
LA - eng
KW - no regularity assumptions on the controls; controlled diffusions; Ito equation
UR - http://eudml.org/doc/229961
ER -