scientific article; zbMATH DE number 4101077

MaRDI QIDQ3826465zbMATH OpenFDO

Authors T. E. Duncan

Publication date 1988

zbMATH Keywords

Brownian motiondiffusion processesHamilton-Jacobi or dynamic programming equationstochastic control problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Optimal stochastic control (93E20)

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