Pages that link to "Item:Q2503527"
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The following pages link to Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians (Q2503527):
Displaying 5 items.
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- The geometry of the solution set of nonlinear optimal control problems (Q854734) (← links)
- Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost (Q1884680) (← links)
- The value function of an asymptotic exit-time optimal control problem (Q2017723) (← links)
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)