Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
Publication:3203611
DOI10.1080/03605308308820297zbMath0716.49022OpenAlexW2076351635MaRDI QIDQ3203611
Publication date: 1983
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03605308308820297
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving randomness (49K45)
Related Items (94)
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