Singular Optimal Stochastic Controls II: Dynamic programming (Q4841821): Difference between revisions
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Latest revision as of 18:39, 5 March 2024
scientific article; zbMATH DE number 778495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Optimal Stochastic Controls II: Dynamic programming |
scientific article; zbMATH DE number 778495 |
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Singular Optimal Stochastic Controls II: Dynamic programming (English)
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29 August 1999
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value function
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Hamilton--Jacobi--Bellman equation
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viscosity solution
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