Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (Q2477478): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QDES / rank | |||
Normal rank | |||
Revision as of 15:40, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control |
scientific article |
Statements
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (English)
0 references
13 March 2008
0 references
linear stochastic systems
0 references
inapplicable controls
0 references
Cauchy problem for the Mayer problem
0 references
