TY - JOUR
T1 - On passing to the limit in degenerate bellman equations. I
AU - Krylov, N. V.
PY - 1978/6/30
Y1 - 1978/6/30
N2 - In this paper the author proves theorems on passage to the limit in nonlinear parabolic equations of the form, arising in the theory of optimal control of random processes of diffusion type. Under the assumptions that i) the functions and have bounded Sobolev derivatives in, ii) the and are convex downwards in, iii) the are uniformly bounded in some domain, iv) a.e. in, v) the coefficients of linear combinations of satisfy certain smoothness conditions, it is proved that on for all implies on. The second derivatives of the and with respect to are understood in the generalized sense (as measures), and the equations and are considered in the lattice of measures. Bibliography: 10 titles.
AB - In this paper the author proves theorems on passage to the limit in nonlinear parabolic equations of the form, arising in the theory of optimal control of random processes of diffusion type. Under the assumptions that i) the functions and have bounded Sobolev derivatives in, ii) the and are convex downwards in, iii) the are uniformly bounded in some domain, iv) a.e. in, v) the coefficients of linear combinations of satisfy certain smoothness conditions, it is proved that on for all implies on. The second derivatives of the and with respect to are understood in the generalized sense (as measures), and the equations and are considered in the lattice of measures. Bibliography: 10 titles.
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U2 - 10.1070/SM1978v034n06ABEH001356
DO - 10.1070/SM1978v034n06ABEH001356
M3 - Article
AN - SCOPUS:84953018859
SN - 0025-5734
VL - 34
SP - 765
EP - 783
JO - Mathematics of the USSR - Sbornik
JF - Mathematics of the USSR - Sbornik
IS - 6
ER -