Stochastic Hamilton–Jacobi–Bellman Equations (Q3988945): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Hamilton–Jacobi–Bellman Equations |
scientific article |
Statements
Stochastic Hamilton–Jacobi–Bellman Equations (English)
0 references
28 June 1992
0 references
dynamic programming
0 references
Riccati equation
0 references
backward stochastic differential equation
0 references
nonlinear stochastic partial differential equation
0 references
Hamilton- Jacobi-Bellman equation
0 references
