Weak Dynamic Programming for Generalized State Constraints (Q4910566)
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scientific article; zbMATH DE number 6146307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Dynamic Programming for Generalized State Constraints |
scientific article; zbMATH DE number 6146307 |
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Weak Dynamic Programming for Generalized State Constraints (English)
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19 March 2013
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weak dynamic programming
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state constraint
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expectation constraint
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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comparison theorem
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