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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. Akad. Nauk SSSR Ser. Mat., 1971 Volume 35, Issue 6, Pages 1377–1388 (Mi im2175)

This article is cited in 11 papers

On uniqueness of the solution of Bellman's equation

N. V. Krylov


Abstract: Theorems on the uniqueness of the solution of Bellman's equation in Sobolev classes are considered. Theorems on passing to the limit in such equations are proved.

UDC: 517.93

MSC: Primary 93E20; Secondary 49C10, 60H15

Received: 24.12.1970


 English version:
Mathematics of the USSR-Izvestiya, 1971, 5:6, 1387–1398

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