Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application |
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Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (English)
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1983
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Itô system
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diffusion
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Hamilton-Jacobi-Bellman
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second-order elliptic operator
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viscosity solution
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