Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0320006
Reference27 articles.
1. Nouvelles Methodes en Contr�le Impulsionnel
2. A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
3. Markov Processes
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