Generalized Solutions of the Hamilton–Jacobi Equation of Stochastic Control (Q4299285)
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scientific article; zbMATH DE number 598328
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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