Zubov's method for controlled diffusions with state constraints (Q889855)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zubov's method for controlled diffusions with state constraints |
scientific article |
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Zubov's method for controlled diffusions with state constraints (English)
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9 November 2015
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controllability for diffusion systems
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Hamilton-Jacobi-Bellman equations
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viscosity solutions
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stochastic optimal control
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