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

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

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instance of

scholarly article

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title

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

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author

Pierre-Louis Lions

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published in

Communications in Partial Differential Equations

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publication date

1983

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zbMATH Keywords

Itô system

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diffusion

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Hamilton-Jacobi-Bellman

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second-order elliptic operator

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viscosity solution

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03605308308820297

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cites work

Q4086303

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Elliptic Partial Differential Equations of Second Order

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Q3345169

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Control of a Solution of a Stochastic Integral Equation

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

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Q3961832

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Résolution analytique des problèmes de Bellman-Dirichlet

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

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

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

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Q3851206

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

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

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

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

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

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Diffusion processes with boundary conditions

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Identifiers

zbMATH Open document ID

0716.49022

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DOI

10.1080/03605308308820297

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:3203611

@@ 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