Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (Q5309800)
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scientific article; zbMATH DE number 5197087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control |
scientific article; zbMATH DE number 5197087 |
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Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control (English)
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2 October 2007
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control theory
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stochastic optimal control
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Hamilton - Jakobi - Bellman equation
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Meyer functional
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