Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems (Q5210851)
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scientific article; zbMATH DE number 7154745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems |
scientific article; zbMATH DE number 7154745 |
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Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems (English)
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22 January 2020
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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stochastic optimal control
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boundary-noise and boundary-control problem
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