scientific article; zbMATH DE number 822854

From MaRDI portal

Publication:4856703

Jump to:navigation, search

zbMath0838.93074MaRDI QIDQ4856703

Fabien Campillo

Publication date: 3 December 1995

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

zbMATH Keywords

discretization Hamilton-Jacobi-Bellman equation Markov process ergodic control invariant probability measure suspension systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Related Items (2)

Application of Hamilton-Jacobi-Bellman equation/Pontryagin's principle for constrained optimal control ⋮ Optimal Consumption and Investment with Fixed and Proportional Transaction Costs

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4856703&oldid=19206670"