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zbMath0646.93065MaRDI QIDQ3791063

Alain Bensoussan

Publication date: 1987

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

zbMATH Keywords

dynamic programming parabolic equation optimal stochastic ergodic control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Dynamic programming (90C39) Optimal stochastic control (93E20) Ergodic theory (37A99)

Related Items (1)

Ergodic maximum principle for stochastic systems

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