Stochastic Perron's method for optimal control problems with state constraints (Q2514463)
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scientific article; zbMATH DE number 6395122
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Perron's method for optimal control problems with state constraints |
scientific article; zbMATH DE number 6395122 |
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Stochastic Perron's method for optimal control problems with state constraints (English)
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3 February 2015
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stochastic Perron's method
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state constraints
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viscosity solution
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comparison result
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0.8453702330589294
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0.844245970249176
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0.8351863026618958
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0.8289092183113098
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