scientific article; zbMATH DE number 1353802

zbMath0929.49019MaRDI QIDQ4268128

V. B. Kolmanovskij

Publication date: 28 October 1999

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

zbMATH Keywords

dynamic programmingBellman equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Stochastic systems in control theory (general) (93E03) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Problems with incomplete information (optimization) (49N30)

Related Items (1)

A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation

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