Convex Duality Approach to the Optimal Control of Diffusions (Q3469018)

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Convex Duality Approach to the Optimal Control of Diffusions
scientific article

    Statements

    title
    Convex Duality Approach to the Optimal Control of Diffusions (English)
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    author
    Wendell H. Fleming
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    Domokos Vermes
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    publication date
    1989
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    zbMATH Keywords
    diffusion processes
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    Hamilton-Jacobi-Bellman equation
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    Identifiers

    DOI
    10.1137/0327060
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    Mathematics Subject Classification ID
    93E20
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    49K45
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    49N15
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    49L20
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    60J60
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    zbMATH DE Number
    4135852
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