Traditional proof of Bellman's equation for controlled diffusion processes (Q1160600)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3750826
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Traditional proof of Bellman's equation for controlled diffusion processes |
scientific article; zbMATH DE number 3750826 |
Statements
Traditional proof of Bellman's equation for controlled diffusion processes (English)
0 references
1981
0 references
Bellman equation
0 references
Aleksandrov-Busemann-Feller theorem
0 references
controlled diffusion process
0 references
0 references
