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Dynamic Programming Approach to Stochastic Evolution Equations - MaRDI portal

Dynamic Programming Approach to Stochastic Evolution Equations (Q3874084)

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scientific article
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Dynamic Programming Approach to Stochastic Evolution Equations
scientific article

    Statements

    title
    Dynamic Programming Approach to Stochastic Evolution Equations (English)
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    author
    Akira Ichikawa
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    publication date
    1979
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    zbMATH Keywords
    Ito formula
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    regulator problem
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    Identifiers

    DOI
    10.1137/0317012
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    Mathematics Subject Classification ID
    93E20
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    49K45
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    49L20
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    90C39
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    93E15
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    93E11
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    zbMATH DE Number
    3677717
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    OpenAlex ID
    W2024833190
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