Weak Dynamic Programming for Generalized State Constraints (Q4910566): Difference between revisions

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Revision as of 18:59, 5 March 2024

scientific article; zbMATH DE number 6146307
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English
Weak Dynamic Programming for Generalized State Constraints
scientific article; zbMATH DE number 6146307

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    Weak Dynamic Programming for Generalized State Constraints (English)
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    19 March 2013
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    weak dynamic programming
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    state constraint
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    expectation constraint
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    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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    comparison theorem
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