Traditional proof of Bellman's equation for controlled diffusion processes (Q1160600)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Traditional proof of Bellman's equation for controlled diffusion processes |
scientific article |
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