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Publication:3724216
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zbMath0593.93069MaRDI QIDQ3724216

Jean-Michel Lasry

Publication date: 1986



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


zbMATH Keywords

state constraintsHamilton-Jacobi-Bellman equationsinfinite boundary conditionssecond-order, uniformly elliptic, quasilinear equations


Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear boundary value problems for linear elliptic equations (35J65) Optimal stochastic control (93E20) Diffusion processes (60J60)



Related Items (1)

On the infinite time solution to state-constrained stochastic optimal control problems





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