Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied (Q1340824)
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English | Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied |
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Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied (English)
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20 December 1994
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Hamilton-Jacobi-Bellman equations
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HJB equation
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dynamic programming
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value function
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