Stochastic Perron's method for optimal control problems with state constraints (Q2514463)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Perron's method for optimal control problems with state constraints |
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Stochastic Perron's method for optimal control problems with state constraints (English)
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3 February 2015
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stochastic Perron's method
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state constraints
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viscosity solution
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comparison result
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