Characterization of optimality for controlled diffusion processes (Q1391336)
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scientific article; zbMATH DE number 1177914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of optimality for controlled diffusion processes |
scientific article; zbMATH DE number 1177914 |
Statements
Characterization of optimality for controlled diffusion processes (English)
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22 July 1998
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stochastic optimal control
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HJB equation
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viscosity solution
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super-differential
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sub-differential
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