On a stochastic representation for the principal eigenvalue of a second-order differential equation (Q3873267): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a stochastic representation for the principal eigenvalue of a second-order differential equation |
scientific article |
Statements
On a stochastic representation for the principal eigenvalue of a second-order differential equation (English)
0 references
1980
0 references
stationary stochastic control
0 references
Bellman equation
0 references
eigenvalue problems
0 references
