A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (Q3991738)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized dynamic programming principle and hamilton-jacobi-bellman equation |
scientific article |
Statements
A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (English)
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28 June 1992
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nonlinear second order partial differential equation
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optimally controlled diffusion problem
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viscosity solution
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