The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation (Q3869191)
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scientific article; zbMATH DE number 3672153
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| English | The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation |
scientific article; zbMATH DE number 3672153 |
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The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation (English)
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1980
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optimal strategy in the control problem
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Hamilton-Jacobi-Bellman equation
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diffusion process
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