Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:01, 3 February 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
Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (English)
0 references
1983
0 references
Itô system
0 references
diffusion
0 references
Hamilton-Jacobi-Bellman
0 references
second-order elliptic operator
0 references
viscosity solution
0 references
