scientific article; zbMATH DE number 3912252

MaRDI QIDQ3689068zbMATH OpenFDO

Authors Alain Bensoussan

Publication date 1982

zbMATH Keywords

Bellman equationperturbation methodsstochastic control

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20)

Cited in

(2)

• scientific article; zbMATH DE number 433013 (Why is no real title available?)
• Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems

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