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The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation - MaRDI portal

The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation (Q3869191)

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The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation
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    The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation (English)
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    1980
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    optimal strategy in the control problem
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    Hamilton-Jacobi-Bellman equation
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    diffusion process
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