scientific article; zbMATH DE number 721934
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Publication:4322888
zbMath0839.93066MaRDI QIDQ4322888
Publication date: 23 June 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal controlviscosity solutionstochastic partial differential equationsdifferential gamerisk sensitive controllogarithmic transformation
Dynamic programming in optimal control and differential games (49L20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Probabilistic games; gambling (91A60)
Related Items (4)
Risk-sensitive control and differential games in infinite dimensions ⋮ Path-dependent Hamilton-Jacobi equations in infinite dimensions ⋮ Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces ⋮ On the existence of stochastic optimal control of distributed state system
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