The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations (Q2454172)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations |
scientific article |
Statements
The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations (English)
0 references
13 June 2014
0 references
Riemannian manifold
0 references
Hamilton-Jacobi-Bellman equation
0 references
backward stochastic differential equations
0 references
dynamic programming principle
0 references
viscosity solution
0 references