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scientific article; zbMATH DE number 862543
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scientific article; zbMATH DE number 862543

    Statements

    author
    Marianne Akian
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    publication date
    1 April 1996
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    zbMATH Keywords
    Hamilton-Jacobi-Bellman equation
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    stochastic optimal control
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    multigrid method
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    HJB equation
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    Identifiers

    Mathematics Subject Classification ID
    49L25
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    93E20
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    49M25
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    zbMATH DE Number
    862543
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