scientific article; zbMATH DE number 2015365

zbMath1087.93060MaRDI QIDQ4438200

Wendell H. Fleming

Publication date: 25 February 2004

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

zbMATH Keywords

stochastic controldifferential gamerunning cost

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Nonlinear first-order PDEs (35F20)

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A basis theorem for a class of max-plus eigenproblems. ⋮ Max-plus stochastic control and risk-sensitivity

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