Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I (Q3936621)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I |
scientific article; zbMATH DE number 3752735
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I |
scientific article; zbMATH DE number 3752735 |
Statements
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I (English)
0 references
1982
0 references
stochastic integrals
0 references
optimal cost
0 references
regularity
0 references
Hamilton-Jacobi-Bellman equations
0 references
Wiener process
0 references
