Bellman's equation for uniformly nondegenerate stochastic processes

N. V. Krylov; H. Pragarauskas

doi:10.1007/bf00970853

Bellman's equation for uniformly nondegenerate stochastic processes

Lithuanian Mathematical Journal ◽

10.1007/bf00970853 ◽

1980 ◽

Vol 20 (1) ◽

pp. 33-41

Author(s):

N. V. Krylov ◽

H. Pragarauskas

Keyword(s):

Stochastic Processes ◽

Bellman's Equation ◽

Bellman’S Equation

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Bellman's equation in a lattice of measures for general controlled stochastic processes. II

Lithuanian Mathematical Journal ◽

10.1007/bf00967929 ◽

1982 ◽

Vol 22 (1) ◽

pp. 68-73 ◽

Cited By ~ 3

Author(s):

H. Pragarauskas

Keyword(s):

Stochastic Processes ◽

Bellman's Equation ◽

Bellman’S Equation

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Bellman's equation in a lattice of measures for general controlled stochastic processes. I

Lithuanian Mathematical Journal ◽

10.1007/bf00969856 ◽

1982 ◽

Vol 21 (4) ◽

pp. 353-363 ◽

Cited By ~ 4

Author(s):

H. Pragarauskas

Keyword(s):

Stochastic Processes ◽

Bellman's Equation ◽

Bellman’S Equation

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A generalization of Bellman’s equation with application to path planning, obstacle avoidance and invariant set estimation

Automatica ◽

10.1016/j.automatica.2021.109510 ◽

2021 ◽

Vol 127 ◽

pp. 109510

Author(s):

Morgan Jones ◽

Matthew M. Peet

Keyword(s):

Path Planning ◽

Obstacle Avoidance ◽

Invariant Set ◽

Bellman's Equation ◽

Set Estimation ◽

Bellman’S Equation

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Application of Bellman's Equation in Ant-Like Robotic Device Path Decisions

2020 2nd International Multidisciplinary Information Technology and Engineering Conference (IMITEC) ◽

10.1109/imitec50163.2020.9334099 ◽

2020 ◽

Author(s):

Brighton Tafadzwa Mukorera ◽

Colin Chibaya

Keyword(s):

Robotic Device ◽

Bellman's Equation ◽

Bellman’S Equation

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Traditional proof of Bellman's equation for controlled diffusion processes

Lithuanian Mathematical Journal ◽

10.1007/bf00970253 ◽

1981 ◽

Vol 21 (1) ◽

pp. 23-29 ◽

Cited By ~ 1

Author(s):

N. Krylov

Keyword(s):

Diffusion Processes ◽

Controlled Diffusion ◽

Bellman's Equation ◽

Controlled Diffusion Processes ◽

Traditional Proof ◽

Bellman’S Equation

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Discretization of Bellman's equation

System Modelling and Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0008960 ◽

2005 ◽

pp. 856-858

Keyword(s):

Bellman's Equation ◽

Bellman’S Equation

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Note in connection with a criticism of Bellman's equation

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(67)90108-5 ◽

1967 ◽

Vol 7 (5) ◽

pp. 310-318

Author(s):

R.P. Fedorenko

Keyword(s):

Bellman's Equation ◽

Bellman’S Equation

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On the higher derivatives of Bellman's equation

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(69)90115-2 ◽

1969 ◽

Vol 28 (1) ◽

pp. 120-127

Author(s):

Stanley B Gershwin

Keyword(s):

Bellman's Equation ◽

Higher Derivatives ◽

Derivatives Of ◽

Bellman’S Equation

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A numerical method of solving the cauchy problem for Bellman's equation in the time-optimal problem for a linear system

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(72)90128-0 ◽

1972 ◽

Vol 12 (4) ◽

pp. 240-244 ◽

Cited By ~ 1

Author(s):

A.V. Lotov

Keyword(s):

Cauchy Problem ◽

Linear System ◽

Numerical Method ◽

Bellman's Equation ◽

The Cauchy Problem ◽

Time Optimal ◽

Bellman’S Equation

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ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION

Mathematics of the USSR-Izvestiya ◽

10.1070/im1971v005n06abeh001259 ◽

1971 ◽

Vol 5 (6) ◽

pp. 1387-1398 ◽

Cited By ~ 4

Author(s):

N V Krylov

Keyword(s):

Bellman's Equation ◽

Uniqueness Of The Solution ◽

Bellman’S Equation

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