Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator (Q5478772)
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scientific article; zbMATH DE number 5040865
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English | Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator |
scientific article; zbMATH DE number 5040865 |
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Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator (English)
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13 July 2006
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long time behavior
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traveling front
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dynamic programming equations
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stochastic optimal control
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