Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- 1 January 1983
- journal article
- research article
- Published by Taylor & Francis in Communications in Partial Differential Equations
- Vol. 8 (10), 1101-1174
- https://doi.org/10.1080/03605308308820297
Abstract
(1983). Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application. Communications in Partial Differential Equations: Vol. 8, No. 10, pp. 1101-1174.Keywords
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