A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (Q3991738)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation |
scientific article; zbMATH DE number 37474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized dynamic programming principle and hamilton-jacobi-bellman equation |
scientific article; zbMATH DE number 37474 |
Statements
A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (English)
0 references
28 June 1992
0 references
nonlinear second order partial differential equation
0 references
optimally controlled diffusion problem
0 references
viscosity solution
0 references
