Free boundary problem of Barenblatt equation in stochastic control (Q316890)
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scientific article; zbMATH DE number 6631386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free boundary problem of Barenblatt equation in stochastic control |
scientific article; zbMATH DE number 6631386 |
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Free boundary problem of Barenblatt equation in stochastic control (English)
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30 September 2016
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free boundary problem
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Barenblatt equation
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optimal control
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stochastic control
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HJB equation
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