Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman (Q3920222): Difference between revisions

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Latest revision as of 13:35, 13 June 2024

scientific article
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Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman
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    Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman (English)
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    1981
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    Hamilton-Jacobi-Bellman equations
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    stochastic control
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    Wiener process
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    Cauchy problem
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    second order elliptic operators
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    stochastic minimization problem
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    Wiener space
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