On the dynamic programming principle for controlled diffusion processes in a cylindrical region (Q891001): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:06, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the dynamic programming principle for controlled diffusion processes in a cylindrical region |
scientific article |
Statements
On the dynamic programming principle for controlled diffusion processes in a cylindrical region (English)
0 references
16 November 2015
0 references
dynamic programming principle
0 references
exit time
0 references
value function
0 references
semicontinuity
0 references
