Dynamic Programming Approach to Stochastic Evolution Equations
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Publication:3874084
DOI10.1137/0317012zbMath0434.93069OpenAlexW2024833190MaRDI QIDQ3874084
Publication date: 1979
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0317012
Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Optimality conditions for problems involving randomness (49K45)
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