Optimal control of stochastic differential equations with random impulses and the Hamilton-Jacobi-Bellman equation (Q6631761)
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scientific article; zbMATH DE number 7937842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of stochastic differential equations with random impulses and the Hamilton-Jacobi-Bellman equation |
scientific article; zbMATH DE number 7937842 |
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Optimal control of stochastic differential equations with random impulses and the Hamilton-Jacobi-Bellman equation (English)
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1 November 2024
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optimal control
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random impulses differential equation
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stochastic Hamilton-Jacobi-Bellman equation
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viscosity solution
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