Zubov's method for controlled diffusions with state constraints
type: Item
instance of: scholarly article
title: Zubov's method for controlled diffusions with state constraints
zbMATH Open document ID: 1323.93019
author: Lars Grüne
author: Athena Picarelli
published in: NoDEA. Nonlinear Differential Equations and Applications
publication date: 2015-11-09T00:00:00Z
Mathematics Subject Classification ID: 93B05
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L25
zbMATH DE Number: 6506043
zbMATH Keywords: controllability for diffusion systems
zbMATH Keywords: Hamilton-Jacobi-Bellman equations
zbMATH Keywords: viscosity solutions
zbMATH Keywords: stochastic optimal control
MaRDI profile type: Publication
full work available at URL: s00030-015-0343-0
OpenAlex ID: W1876348589
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DOI: 10.1007/S00030-015-0343-0
description: scientific article; zbMATH DE number 6506043