Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612): Difference between revisions

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Latest revision as of 12:19, 21 June 2024

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Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
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    Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (English)
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    1983
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    Itô system
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    diffusion
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    Hamilton-Jacobi-Bellman
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    second-order elliptic operator
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    viscosity solution
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