scientific article

zbMath0446.93052MaRDI QIDQ3892168

Alain Bensoussan

Publication date: 1978

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi Bellman equationdiffusion process with jumps

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

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