Idempotent Expansions for Continuous-Time Stochastic Control (Q3462518)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Idempotent Expansions for Continuous-Time Stochastic Control |
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Idempotent Expansions for Continuous-Time Stochastic Control (English)
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15 January 2016
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stochastic control
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idempotent methods
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min-plus algebra
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Hamilton-Jacobi-Bellman PDEs
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dynamic programming
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time-discretization
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viscosity solutions
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