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Publication:3931156
zbMath0475.93080MaRDI QIDQ3931156
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bellman equationcost function of evolutionary typedrift and jump termsoptimal control problem for the Ito equation
Integro-ordinary differential equations (45J05) Dynamic programming (90C39) Optimal stochastic control (93E20) Random measures (60G57) Stochastic analysis (60H99) Existence of optimal solutions to problems involving randomness (49J55)
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