Second order Hamilton-Jacobi-Bellman equations with an unbounded operator (Q435044)
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scientific article; zbMATH DE number 6057264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order Hamilton-Jacobi-Bellman equations with an unbounded operator |
scientific article; zbMATH DE number 6057264 |
Statements
Second order Hamilton-Jacobi-Bellman equations with an unbounded operator (English)
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16 July 2012
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Hamilton-Jacobi-Bellman equations
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dynamic programming principle
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optimal stochastic control
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multivalued stochastic differential equations
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