Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II
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Publication:3936622
DOI10.1137/0320007zbMath0478.93070OpenAlexW4253755470MaRDI QIDQ3936622
Pierre-Louis Lions, José Luis Menaldi
Publication date: 1982
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0320007
Semigroups of nonlinear operators (47H20) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Fixed-point theorems (47H10) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)
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