Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems (Q907595)

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scientific article; zbMATH DE number 6535547
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    Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems
    scientific article; zbMATH DE number 6535547

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      Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems (English)
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      26 January 2016
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      stochastic optimal control
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      small-noise asymptotics
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      stochastic Hamilton-Jacobi-Bellman equation
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      regime shifts
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      bifurcations
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