Degenerate Stochastic Control Problems with ExponentialCosts and Weakly Coupled Dynamics: Viscosity Solutions and a Maximum Principle (Q5317135)
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scientific article; zbMATH DE number 2205829
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Degenerate Stochastic Control Problems with ExponentialCosts and Weakly Coupled Dynamics: Viscosity Solutions and a Maximum Principle |
scientific article; zbMATH DE number 2205829 |
Statements
Degenerate Stochastic Control Problems with ExponentialCosts and Weakly Coupled Dynamics: Viscosity Solutions and a Maximum Principle (English)
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15 September 2005
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degenerate stochastic control
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power control
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HJB equations
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dynamic programming
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viscosity solutions
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