A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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Publication:3991738
DOI10.1080/17442509208833749zbMath0756.49015OpenAlexW2007734734WikidataQ126243136 ScholiaQ126243136MaRDI QIDQ3991738
Publication date: 28 June 1992
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509208833749
viscosity solutionnonlinear second order partial differential equationoptimally controlled diffusion problem
Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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