Dynamic programming for stochastic target problems and geometric flows
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Publication:1849473
DOI10.1007/s100970100039zbMath1003.49003OpenAlexW2021318678WikidataQ57635950 ScholiaQ57635950MaRDI QIDQ1849473
Publication date: 1 December 2002
Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s100970100039
optimal controlHamilton-Jacobi-Bellman equationdynamic programmingreachability setcontrolled stochastic process
Dynamic programming in optimal control and differential games (49L20) Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence theories for optimal control problems involving partial differential equations (49J20)
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