Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (Q2477478)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
scientific article

    Statements

    Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (English)
    0 references
    13 March 2008
    0 references
    linear stochastic systems
    0 references
    inapplicable controls
    0 references
    Cauchy problem for the Mayer problem
    0 references

    Identifiers