Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems (Q907595)
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scientific article; zbMATH DE number 6535547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems |
scientific article; zbMATH DE number 6535547 |
Statements
Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems (English)
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26 January 2016
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stochastic optimal control
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small-noise asymptotics
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stochastic Hamilton-Jacobi-Bellman equation
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regime shifts
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bifurcations
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