Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems (Q926657)

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scientific article; zbMATH DE number 5277497
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    Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems
    scientific article; zbMATH DE number 5277497

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      Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems (English)
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      20 May 2008
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      linear oscillator
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      Hamilton-Jacobi-Bellmann equation
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      Gaussian and Poisson random actions
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