Weak Solutions of a Partial Differential Equation of Dynamic Programming
- 1 November 1971
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 9 (4), 519-528
- https://doi.org/10.1137/0309036
Abstract
No abstract availableKeywords
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- A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by NoiseSIAM Journal on Control, 1969
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- Duality and a priori estimates in Markovian optimization problemsJournal of Mathematical Analysis and Applications, 1966