Dynamic programming for multidimensional stochastic control problems

DOI10.1007/s10114-999-0081-5zbMath0951.93072OpenAlexW2039792962MaRDI QIDQ1819110

Jin Ma, Jiong-min Yong

Publication date: 19 December 2000

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-999-0081-5

zbMATH Keywords

dynamic programmingstochastic controlviscosity solutionsimpulse controlsingular control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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