Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems
type: Item
instance of: scholarly article
title: Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems
zbMATH Open document ID: 1334.93181
author: Dieter Grass
author: Tatiana Kiseleva
author: Florian Wagener
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2016-01-26T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 93C73
Mathematics Subject Classification ID: 49L99
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 6535547
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: small-noise asymptotics
zbMATH Keywords: stochastic Hamilton-Jacobi-Bellman equation
zbMATH Keywords: regime shifts
zbMATH Keywords: bifurcations
MaRDI profile type: Publication
full work available at URL: j.cnsns.2014.09.029
OpenAlex ID: W2058995376
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DOI: 10.1016/J.CNSNS.2014.09.029
description: scientific article; zbMATH DE number 6535547