Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I (Q3936621): Difference between revisions
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Revision as of 13:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I |
scientific article |
Statements
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I (English)
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1982
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stochastic integrals
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optimal cost
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regularity
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Hamilton-Jacobi-Bellman equations
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Wiener process
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