Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4180190
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness |
scientific article; zbMATH DE number 4180190 |
Statements
Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (English)
0 references
1983
0 references
Itô system
0 references
diffusion
0 references
Hamilton-Jacobi-Bellman
0 references
second-order elliptic operator
0 references
viscosity solution
0 references
0 references
0 references
0.8909520506858826
0 references
0.8466280698776245
0 references
0.8459185361862183
0 references
