Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948)

From MaRDI portal
Revision as of 11:07, 27 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal control of diffusions: A verification theorem for viscosity solutions
scientific article

    Statements

    title
    Optimal control of diffusions: A verification theorem for viscosity solutions (English)
    0 references
    author
    Michael Kohlmann
    0 references
    Peter Renner
    0 references
    publication date
    27 February 1997
    0 references
    zbMATH Keywords
    optimal stochastic control
    0 references
    maximum principle
    0 references
    dynamic programming
    0 references
    viscosity solution
    0 references

    Identifiers

    zbMATH DE Number
    984211
    0 references
    OpenAlex ID
    W2009166634
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1350948&oldid=34175867"
    Powered by MediaWiki