Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control

DOI10.1134/S1064562406040363zbMath1119.93417MaRDI QIDQ5309800

Daniil V. Iourtchenko, José Luis Menaldi, Alexander S. Bratus'

Publication date: 2 October 2007

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic optimal controlcontrol theoryHamilton - Jakobi - Bellman equationMeyer functional

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

This page was built for publication: Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control