ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAIN. II
From MaRDI portal
Publication:3884504
DOI10.1070/SM1978v034n04ABEH001226zbMath0442.35036OpenAlexW4239515531MaRDI QIDQ3884504
Publication date: 1978
Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/sm1978v034n04abeh001226
Nonlinear boundary value problems for linear elliptic equations (35J65) Optimal stochastic control (93E20)
Related Items
On the Hamilton-Jacobi-Bellman equations ⋮ Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
