Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (Q2477478): Difference between revisions
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Latest revision as of 19:27, 27 June 2024
scientific article
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English | Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control |
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Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (English)
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13 March 2008
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linear stochastic systems
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inapplicable controls
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Cauchy problem for the Mayer problem
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