Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (Q3988495): Difference between revisions
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| Property / author: Makiko Nisio / rank | |||
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| Property / cites work: Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions / rank | |||
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| Property / cites work: Optimal Controls for Stochastic Partial Differential Equations / rank | |||
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Latest revision as of 14:37, 15 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations |
scientific article |
Statements
Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (English)
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28 June 1992
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viscosity solution
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Bellman equation
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infinite horizon problems
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stochastic partial differential equations
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