Abstract
In Chapters 3, 4, and 5 we studied controlled processes on a finite time interval under the assumption that the initial variables σ(α,t,x), b(α,t,x), cα(t,x), and fα(t,x) are bounded functions of α for each (t,x). The objective of Chapter 6 is to carry the results obtained in Chapters 3–5 over to controlled processes with coefficients unbounded with respect to α, and also to consider controlled processes on an infinite time interval.
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© 2009 Springer-Verlag Berlin Heidelberg
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(2009). Controlled Processes with Unbounded Coefficients: The Normed Bellman Equation. In: Controlled Diffusion Processes. Stochastic Modelling and Applied Probability, vol 14. Springer, New York, NY. https://doi.org/10.1007/978-3-540-70914-5_6
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DOI: https://doi.org/10.1007/978-3-540-70914-5_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-3-540-70913-8
Online ISBN: 978-3-540-70914-5
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