Traditional derivation of Bellman equation for general controlled stochastic processes (Q1172037): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q3658831 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Traditional proof of Bellman's equation for controlled diffusion processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Bellman's equation for uniformly nondegenerate stochastic processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4162249 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4160808 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3955253 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3897601 / rank | |||
Normal rank |
Latest revision as of 17:32, 13 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Traditional derivation of Bellman equation for general controlled stochastic processes |
scientific article |
Statements
Traditional derivation of Bellman equation for general controlled stochastic processes (English)
0 references
1982
0 references
jump diffusion processes
0 references
Hamilton-Jacobi-Bellman equations
0 references