Viscosity solution of the HJB equation for the stochastic relaxed control problem (Q3054572)
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scientific article; zbMATH DE number 5812506
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| English | Viscosity solution of the HJB equation for the stochastic relaxed control problem |
scientific article; zbMATH DE number 5812506 |
Statements
5 November 2010
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relaxed control
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dynamic programming principle
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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0.894106388092041
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0.8521016240119934
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0.847164511680603
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0.8457008004188538
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