Some applications of linear programming formulations in stochastic control
type: Item
instance of: scholarly article
title: Some applications of linear programming formulations in stochastic control
zbMATH Open document ID: 1256.93097
author: Dan Goreac
author: Oana Silvia Serea
published in: Journal of Optimization Theory and Applications
publication date: 2013-02-14T00:00:00Z
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93B18
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 6136276
zbMATH Keywords: stochastic control
zbMATH Keywords: linear programming
zbMATH Keywords: HJB equations
zbMATH Keywords: Zubov's method
zbMATH Keywords: stochastic variational inequality
MaRDI profile type: Publication
full work available at URL: s10957-012-0080-z
OpenAlex ID: W2067283326
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DOI: 10.1007/S10957-012-0080-Z
description: scientific article; zbMATH DE number 6136276