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A DEGREE METHOD FOR FREE BOUNDARIES IN STOCHASTIC CONTROL

Author
KARATZAS I; BENES VE
COLUMBIA UNIV., DEP. MATH. STATIST./NEW YORK NY 10027/USA
Source
SIAM J. CONTROL OPTIM.; ISSN 0363-0129; USA; DA. 1981; VOL. 19; NO 3; PP. 283-332; BIBL. 23 REF.
Document type
Article
Language
English
Keyword (fr)
COMMANDE STOCHASTIQUE EQUATION BELLMAN EQUATION HAMILTON JACOBI TOPOLOGIE COMMANDE OPTIMALE COMMANDE PLUS OU MOINS COMMUTATION AUTOMATIQUE MATHEMATIQUES APPLIQUEES
Keyword (en)
STOCHASTIC CONTROL BELLMAN EQUATION HAMILTON JACOBI EQUATION TOPOLOGY OPTIMAL CONTROL BANG BANG CONTROL SWITCHING CONTROL THEORY APPLIED MATHEMATICS
Keyword (es)
AUTOMATICA MATEMATICAS APPLICADAS
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
PASCAL8130402483

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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