Convex Duality Approach to the Optimal Control of Diffusions (Q3469018)
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scientific article; zbMATH DE number 4135852
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convex Duality Approach to the Optimal Control of Diffusions |
scientific article; zbMATH DE number 4135852 |
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Convex Duality Approach to the Optimal Control of Diffusions (English)
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1989
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diffusion processes
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Hamilton-Jacobi-Bellman equation
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0.93390614
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0.9288368
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0.9282897
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0.9275881
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