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Q5453944 - MaRDI portal

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scientific article; zbMATH DE number 5257439
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English
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scientific article; zbMATH DE number 5257439

    Statements

    publication date
    3 April 2008
    0 references
    zbMATH Keywords
    Hamilton-Jacobi-Bellman equation
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    stochastic \(H^\infty\) control
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    generalized Gaussian solutions
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    viscosity solutions
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    93C15
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    60K05
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    zbMATH DE Number
    5257439
    0 references
     
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