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Controlled diffusions in a random medium - MaRDI portal

Controlled diffusions in a random medium (Q3818976)

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Controlled diffusions in a random medium
scientific article

    Statements

    title
    Controlled diffusions in a random medium (English)
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    published in
    Stochastics
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    publication date
    1988
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    zbMATH Keywords
    controlled diffusion
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    random medium
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    homogenization
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    nonlinear Bellman equation
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    convergence result
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    author
    Alain Bensoussan
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    Gilmer L. Blankenship
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    Identifiers

    zbMATH DE Number
    4091394
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    OpenAlex ID
    W2022601182
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