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Stochastic Control Theory - MaRDI portal

Stochastic Control Theory (Q5495097)

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scientific article; zbMATH DE number 6323249
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English
Stochastic Control Theory
scientific article; zbMATH DE number 6323249

    Statements

    title
    Stochastic Control Theory (English)
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    publication date
    30 July 2014
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    zbMATH Keywords
    controlled diffusions
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    optimal stochastic control
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    dynamic programming
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    Hamilton-Jacobi-Bellman equation
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    viscosity solutions
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    verification theorem
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    author
    Makiko Nisio
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49L20
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    49L25
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    60H30
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    60H10
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    60H15
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    zbMATH DE Number
    6323249
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    OpenAlex ID
    W2498807917
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