Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611)
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scientific article; zbMATH DE number 4180189
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| English | Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application |
scientific article; zbMATH DE number 4180189 |
Statements
Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (English)
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1983
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Itô system
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diffusion
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Hamilton-Jacobi-Bellman
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second-order elliptic operator
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viscosity solution
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0.8909520506858826
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0.8877332210540771
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0.8701184391975403
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0.8693787455558777
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