New approach to stochastic optimal control (Q2465462)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New approach to stochastic optimal control |
scientific article; zbMATH DE number 5223409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New approach to stochastic optimal control |
scientific article; zbMATH DE number 5223409 |
Statements
New approach to stochastic optimal control (English)
0 references
4 January 2008
0 references
Optimal stochastic control
0 references
Itô's formula
0 references
Hamilton-Jacobi-Bellman equation
0 references
Semilinear parabolic equation
0 references
