scientific article; zbMATH DE number 3922508
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Publication:3697012
zbMATH Open0576.93067MaRDI QIDQ3697012FDOQ3697012
Authors: Wendell Fleming, Panagiotis E. Souganidis
Publication date: 1985
Title of this publication is not available (Why is that?)
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Diffusion processes (60J60) Dynamic programming (90C39) Differential games (aspects of game theory) (91A23) Nonlinear first-order PDEs (35F20) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
Cited In (7)
- Risk-sensitive control for a class of diffusions with jumps
- Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- A variational characterization of the optimal exit rate for controlled diffusions
- A PDE approach to certain large deviation problems for systems of parabolic equations
- Title not available (Why is that?)
- An Exit Probability Approach to Solving High Dimensional Dirichlet Problems
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