Weak Solutions of a Partial Differential Equation of Dynamic Programming

DOI10.1137/0309036zbMath0224.49017OpenAlexW2083540244WikidataQ115247209 ScholiaQ115247209MaRDI QIDQ5630259

Raymond W. Rishel

Publication date: 1971

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0309036

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Related Items (2)

A numerical technique for small-noise stochastic control problems ⋮ Approximations to and local properties of diffusions with discontinuous controls

This page was built for publication: Weak Solutions of a Partial Differential Equation of Dynamic Programming