Mild solutions to the dynamic programming equation for stochastic optimal control problems (Q1797067)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Mild solutions to the dynamic programming equation for stochastic optimal control problems
    scientific article

      Statements

      Mild solutions to the dynamic programming equation for stochastic optimal control problems (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      17 October 2018
      0 references
      stochastic process
      0 references
      optimal control
      0 references
      \(m\)-accretive operator
      0 references
      Cauchy problem
      0 references

      Identifiers