Generalized Solutions of the Hamilton–Jacobi Equation of Stochastic Control (Q4299285)
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scientific article; zbMATH DE number 598328
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| default for all languages | No label defined |
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| English | Generalized Solutions of the Hamilton–Jacobi Equation of Stochastic Control |
scientific article; zbMATH DE number 598328 |
Statements
Generalized Solutions of the Hamilton–Jacobi Equation of Stochastic Control (English)
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6 February 1995
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Hamilton-Jacobi equation
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viscosity solution
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0.8308082222938538
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0.828924834728241
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0.8261402249336243
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0.8120604753494263
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0.8057349324226379
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