scientific article; zbMATH DE number 1254171
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Publication:4227207
zbMath0917.93071MaRDI QIDQ4227207
Mohammad Farid, Mark H. A. Davis
Publication date: 22 April 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamilton-Jacobi-Bellman equationviscosity solutionoptimal control problemHJB equationpiecewise deterministic process
Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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