scientific article; zbMATH DE number 1174959
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Publication:4398188
DOI<423::AID-OCA612>3.0.CO;2-5 10.1002/(SICI)1099-1514(199711/12)18:6<423::AID-OCA612>3.0.CO;2-5zbMath0911.49019MaRDI QIDQ4398188
Publication date: 5 November 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programmingnumerical schemesviscosity solutionspiecewise deterministic processesintegro-differential Hamilton-Jacobi-Bellman equation
Dynamic programming in optimal control and differential games (49L20) Integro-ordinary differential equations (45J05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Existence of optimal solutions to problems involving randomness (49J55)
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