Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of diffusions: A verification theorem for viscosity solutions |
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Optimal control of diffusions: A verification theorem for viscosity solutions (English)
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27 February 1997
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optimal stochastic control
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maximum principle
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dynamic programming
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viscosity solution
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