Generalized Solutions of the Hamilton–Jacobi Equation of Stochastic Control
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Publication:4299285
DOI10.1137/S036301299222785XzbMath0806.93057MaRDI QIDQ4299285
Publication date: 6 February 1995
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
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Related Items (4)
Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems ⋮ Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method ⋮ Characterization of optimality for controlled diffusion processes ⋮ Qualitative properties of trajectories of control systems: a survey
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