Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948): Difference between revisions

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+https://doi.org/10.1016/0167-6911(96)00027-8
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+W2009166634
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@@ Property / cites work @@
+The second order minimum principle and adjoint process
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+Asymptotic expansions for Markov processes with Lévy generators
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+Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
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+The connection between the maximum principle and dynamic programming in stochastic control
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+Q3986626
@@ Property / cites work: Q3986626 / rank @@
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