Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation (Q3399259): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:07, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation |
scientific article |
Statements
Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation (English)
0 references
29 September 2009
0 references
reflected backward stochastic differential equation
0 references
recursive optimal control problem
0 references
dynamic programming principle
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solution
0 references
