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    Statements

    author
    Wendell H. Fleming
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    Halil Mete Soner
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    publication date
    25 April 1993
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    zbMATH Keywords
    Hamilton-Jacobi-Bellman equation
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    dynamic programming
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    controlled Markov diffusion processes
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    control problems
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    infinitesimal generator of semigroups
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    stochastic differential equations
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    theory of viscosity solutions
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    Identifiers

    Mathematics Subject Classification ID
    60J25
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    60-02
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    93E20
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    zbMATH DE Number
    158461
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