Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of diffusions: A verification theorem for viscosity solutions |
scientific article |
Statements
Optimal control of diffusions: A verification theorem for viscosity solutions (English)
0 references
27 February 1997
0 references
optimal stochastic control
0 references
maximum principle
0 references
dynamic programming
0 references
viscosity solution
0 references
