On a Hamilton-Jacobi-Bellman equation related to a stochastic periodic model (Q3566965)
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scientific article; zbMATH DE number 5719702
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| English | On a Hamilton-Jacobi-Bellman equation related to a stochastic periodic model |
scientific article; zbMATH DE number 5719702 |
Statements
On a Hamilton–Jacobi–Bellman Equation Related to a Stochastic Periodic Model (English)
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10 June 2010
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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controlled process
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stochastic periodic model
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0.8450731039047241
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0.8280261158943176
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0.8232433199882507
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