Article1983

Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application

218 citations0/0 files storedCommunications in Partial Differential Equations

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Adaptive Dynamic Programming Control

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(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.

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1983Stochastic Differential Equations and Diffusion Processes 1980Controlled Diffusion Processes 1984Stochastic differential equations with reflecting boundary conditions 1981Stochastic Differential Equations and Diffusion Processes 1979Stochastic differential equations with reflecting boundary condition in convex regions

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