Dynamic programming for stochastic target problems and geometric flows
Journal of the European Mathematical Society (2002)
- Volume: 004, Issue: 3, page 201-236
- ISSN: 1435-9855
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topSoner, Mete, and Touzi, Nizar. "Dynamic programming for stochastic target problems and geometric flows." Journal of the European Mathematical Society 004.3 (2002): 201-236. <http://eudml.org/doc/277326>.
@article{Soner2002,
author = {Soner, Mete, Touzi, Nizar},
journal = {Journal of the European Mathematical Society},
keywords = {optimal control; controlled stochastic process; reachability set; dynamic programming; Hamilton-Jacobi-Bellman equation; optimal control; controlled stochastic process; reachability set; dynamic programming; Hamilton-Jacobi-Bellman equation},
language = {eng},
number = {3},
pages = {201-236},
publisher = {European Mathematical Society Publishing House},
title = {Dynamic programming for stochastic target problems and geometric flows},
url = {http://eudml.org/doc/277326},
volume = {004},
year = {2002},
}
TY - JOUR
AU - Soner, Mete
AU - Touzi, Nizar
TI - Dynamic programming for stochastic target problems and geometric flows
JO - Journal of the European Mathematical Society
PY - 2002
PB - European Mathematical Society Publishing House
VL - 004
IS - 3
SP - 201
EP - 236
LA - eng
KW - optimal control; controlled stochastic process; reachability set; dynamic programming; Hamilton-Jacobi-Bellman equation; optimal control; controlled stochastic process; reachability set; dynamic programming; Hamilton-Jacobi-Bellman equation
UR - http://eudml.org/doc/277326
ER -
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