Mild solutions to the dynamic programming equation for stochastic optimal control problems (Q1797067)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mild solutions to the dynamic programming equation for stochastic optimal control problems |
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Mild solutions to the dynamic programming equation for stochastic optimal control problems (English)
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17 October 2018
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stochastic process
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optimal control
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\(m\)-accretive operator
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Cauchy problem
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