Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
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Publication:2477478
DOI10.1134/S1064562406040363zbMath1139.49024MaRDI QIDQ2477478
Alexander S. Bratus', Daniil V. Iourtchenko, José Luis Menaldi
Publication date: 13 March 2008
Published in: Doklady Mathematics (Search for Journal in Brave)
49L20: Dynamic programming in optimal control and differential games
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