Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions |
scientific article |
Statements
Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (English)
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5 October 2016
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optimal switching
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feedback strategies
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Hamilton-Jacobi-Bellman variational inequalities
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viscosity solutions
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dynamic programming principle
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model uncertainty
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stochastic games
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stochastic Perron method
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