Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (Q3988495)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations |
scientific article |
Statements
Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (English)
0 references
28 June 1992
0 references
viscosity solution
0 references
Bellman equation
0 references
infinite horizon problems
0 references
stochastic partial differential equations
0 references
