Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611)

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Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
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    Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (English)
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    1983
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    Itô system
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    diffusion
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    Hamilton-Jacobi-Bellman
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    second-order elliptic operator
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    viscosity solution
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