scientific article; zbMATH DE number 736280

zbMath0824.49018MaRDI QIDQ4326624

Michael I. Taksar

Publication date: 22 March 1995

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

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationvariational inequalitymultidimensional stochastic processlexicographic linear programsconvex holding cost function

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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