Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (Q2477478)
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scientific article; zbMATH DE number 5249285
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| English | Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control |
scientific article; zbMATH DE number 5249285 |
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Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (English)
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13 March 2008
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linear stochastic systems
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inapplicable controls
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Cauchy problem for the Mayer problem
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0.9020655155181884
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0.858323872089386
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0.8363916873931885
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0.8165646195411682
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