An LP approach to dynamic programming principles for stochastic control problems with state constraints
type: Item
instance of: scholarly article
title: An LP approach to dynamic programming principles for stochastic control problems with state constraints
zbMATH Open document ID: 1252.93133
author: Dan Goreac
author: Carina Ivaşcu
author: Oana Silvia Serea
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2012-11-29T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 6111178
zbMATH Keywords: linear programming
zbMATH Keywords: stochastic control under state constraints
zbMATH Keywords: dynamic programming principles
MaRDI profile type: Publication
full work available at URL: j.na.2012.09.002
OpenAlex ID: W1972718893
DOI: 10.1016/J.NA.2012.09.002
description: scientific article; zbMATH DE number 6111178