Stochastic Control Theory
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controlled diffusionsdynamic programmingHamilton-Jacobi-Bellman equationoptimal stochastic controlverification theoremviscosity solutions
Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)
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