Singular Optimal Stochastic Controls II: Dynamic programming (Q4841821)
From MaRDI portal
scientific article; zbMATH DE number 778495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Optimal Stochastic Controls II: Dynamic programming |
scientific article; zbMATH DE number 778495 |
Statements
Singular Optimal Stochastic Controls II: Dynamic programming (English)
0 references
29 August 1999
0 references
value function
0 references
Hamilton--Jacobi--Bellman equation
0 references
viscosity solution
0 references
