A class of stochastic optimal control problems with state constraint (Q4431158)
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scientific article; zbMATH DE number 1990989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of stochastic optimal control problems with state constraint |
scientific article; zbMATH DE number 1990989 |
Statements
A class of stochastic optimal control problems with state constraint (English)
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13 October 2003
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stochastic optimal control
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state constraints
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dynamic programming
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viscosity solution
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