Free boundary problem of Barenblatt equation in stochastic control (Q316890)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free boundary problem of Barenblatt equation in stochastic control |
scientific article |
Statements
Free boundary problem of Barenblatt equation in stochastic control (English)
0 references
30 September 2016
0 references
free boundary problem
0 references
Barenblatt equation
0 references
optimal control
0 references
stochastic control
0 references
HJB equation
0 references
