Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman (Q3920222): Difference between revisions
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Revision as of 20:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman |
scientific article |
Statements
Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman (English)
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1981
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Hamilton-Jacobi-Bellman equations
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stochastic control
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Wiener process
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Cauchy problem
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second order elliptic operators
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stochastic minimization problem
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Wiener space
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