Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611): Difference between revisions

Latest revision as of 12:19, 21 June 2024

scientific article

Language	Label	Description	Also known as
English	Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application	scientific article

Statements

instance of

scholarly article

0 references

title

Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (English)

0 references

author

Pierre-Louis Lions

0 references

published in

Communications in Partial Differential Equations

0 references

publication date

1983

0 references

zbMATH Keywords

Itô system

0 references

diffusion

0 references

Hamilton-Jacobi-Bellman

0 references

second-order elliptic operator

0 references

viscosity solution

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/03605308308820297

0 references

cites work

Q4086303

0 references

Elliptic Partial Differential Equations of Second Order

0 references

Q3345169

0 references

Control of a Solution of a Stochastic Integral Equation

0 references

ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION

0 references

Q3961832

0 references

Résolution analytique des problèmes de Bellman-Dirichlet

0 references

Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I

0 references

Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II

0 references

On a non-linear semi-group attached to stochastic optimal control

0 references

Q3851206

0 references

Existence de Solution et Algorithme de Résolution Numérique, de Problème de Contrôle Optimal de Diffusion Stochastique Dégénérée ou Non

0 references

ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAIN

0 references

ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAIN. II

0 references

The problem of dirichlet for quasilinear elliptic differential equations with many independent variables

0 references

On degenerate elliptic-parabolic operators of second order and their associated diffusions

0 references

Diffusion processes with boundary conditions

0 references

Identifiers

zbMATH Open document ID

0716.49022

0 references

DOI

10.1080/03605308308820297

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:3203611

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03605308308820297
+Normal rank
@@ Property / OpenAlex ID @@
+W2076351635
@@ Property / OpenAlex ID: W2076351635 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Elliptic Partial Differential Equations of Second Order
+Normal rank
@@ Property / cites work @@
+Q3345169
@@ Property / cites work: Q3345169 / rank @@
+Normal rank
@@ Property / cites work @@
+Control of a Solution of a Stochastic Integral Equation
+Normal rank
@@ Property / cites work @@
+ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION
+Normal rank
@@ Property / cites work @@
+Q3961832
@@ Property / cites work: Q3961832 / rank @@
+Normal rank
@@ Property / cites work @@
+Résolution analytique des problèmes de Bellman-Dirichlet
+Normal rank
@@ Property / cites work @@
+Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
+Normal rank
@@ Property / cites work @@
+Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II
+Normal rank
@@ Property / cites work @@
+On a non-linear semi-group attached to stochastic optimal control
+Normal rank
@@ Property / cites work @@
+Q3851206
@@ Property / cites work: Q3851206 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence de Solution et Algorithme de Résolution Numérique, de Problème de Contrôle Optimal de Diffusion Stochastique Dégénérée ou Non
+Normal rank
@@ Property / cites work @@
+ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAIN
+Normal rank
@@ Property / cites work @@
+ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAIN. II
+Normal rank
@@ Property / cites work @@
+The problem of dirichlet for quasilinear elliptic differential equations with many independent variables
+Normal rank
@@ Property / cites work @@
+On degenerate elliptic-parabolic operators of second order and their associated diffusions
+Normal rank
@@ Property / cites work @@
+Diffusion processes with boundary conditions
@@ Property / cites work: Diffusion processes with boundary conditions / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3203611