Loading [MathJax]/jax/output/SVG/config.js
Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1986, Volume 31, Issue 4, Pages 685–709 (Mi tvp1678)  

This article is cited in 9 scientific papers (total in 9 papers)

An approach to controlled diffusion processes

N. V. Krylov
Received: 22.01.1985
English version:
Theory of Probability and its Applications, 1987, Volume 31, Issue 4, Pages 604–626
DOI: https://doi.org/10.1137/1131084
Bibliographic databases:
Language: Russian
Citation: N. V. Krylov, “An approach to controlled diffusion processes”, Teor. Veroyatnost. i Primenen., 31:4 (1986), 685–709; Theory Probab. Appl., 31:4 (1987), 604–626
Citation in format AMSBIB
\Bibitem{Kry86}
\by N.~V.~Krylov
\paper An approach to controlled diffusion processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1986
\vol 31
\issue 4
\pages 685--709
\mathnet{http://mi.mathnet.ru/tvp1678}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=881579}
\zmath{https://zbmath.org/?q=an:0619.93069}
\transl
\jour Theory Probab. Appl.
\yr 1987
\vol 31
\issue 4
\pages 604--626
\crossref{https://doi.org/10.1137/1131084}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1987K866700004}
Linking options:
  • https://www.mathnet.ru/eng/tvp1678
  • https://www.mathnet.ru/eng/tvp/v31/i4/p685
  • This publication is cited in the following 9 articles:
    1. Eugene A. Feinberg, Uriel G. Rothblum, “Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes”, Mathematics of OR, 37:1 (2012), 129  crossref
    2. Bogachev V.I., Rockner M., “Invariant measures of diffusion processes: Regularity, existence, and uniqueness problems”, Stochastic Partial Differential Equations and Applications, Lecture Notes in Pure and Applied Mathematics, 227, 2002, 69–87  isi
    3. Eugene A. Feinberg, International Series in Operations Research & Management Science, 40, Handbook of Markov Decision Processes, 2002, 173  crossref
    4. Vivek S. Borkar, International Series in Operations Research & Management Science, 40, Handbook of Markov Decision Processes, 2002, 347  crossref
    5. Bogachev V.I., Krylov N.V., Rockner M., “On regularity of transition probabilities and invariant measures of singular diffusions under minimal conditions”, Communications in Partial Differential Equations, 26:11–12 (2001), 2037–2080  crossref  mathscinet  zmath  isi
    6. R. Liptser, W. J. Runggaldier, M. I. Taksar, “Diffusion approximation and optimal stochastic control”, Theory Probab. Appl., 44:4 (2000), 669–698  mathnet  mathnet  crossref  crossref  isi
    7. L. A. Alyushina, “On controlled diffusion processes in a bounded domain”, Theory Probab. Appl., 40:3 (1995), 533–538  mathnet  mathnet  crossref  isi
    8. N. V. Krylov, N. V. Krylov, “On One-Point Weak Uniqueness for Elliptic Equations”, Communications in Partial Differential Equations, 17:11-12 (1992), 405  crossref
    9. Robert Cohen, Gérald Mazziotto, “Stochastic continuous control of partially observed systems via impulse control problems”, Stochastics and Stochastic Reports, 26:2 (1989), 101  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:361
    Full-text PDF :160
    First page:1
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025