Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948)

From MaRDI portal
Revision as of 15:03, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Optimal control of diffusions: A verification theorem for viscosity solutions
scientific article

    Statements

    title
    Optimal control of diffusions: A verification theorem for viscosity solutions (English)
    0 references
    author
    Michael Kohlmann
    0 references
    Peter Renner
    0 references
    publication date
    27 February 1997
    0 references
    zbMATH DE Number
    984211
    0 references
    zbMATH Keywords
    optimal stochastic control
    0 references
    maximum principle
    0 references
    dynamic programming
    0 references
    viscosity solution
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1350948&oldid=13485956"
    Powered by MediaWiki