Classical solutions of linear regulator for degenerate diffusions.

Baten, Md.Azizul

Journal of Applied Mathematics and Stochastic Analysis (2006)

  • Volume: 2006, page Article ID 98764, 16 p.-Article ID 98764, 16 p.
  • ISSN: 2090-3332

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Baten, Md.Azizul. "Classical solutions of linear regulator for degenerate diffusions.." Journal of Applied Mathematics and Stochastic Analysis 2006 (2006): Article ID 98764, 16 p.-Article ID 98764, 16 p.. <http://eudml.org/doc/54571>.

@article{Baten2006,
author = {Baten, Md.Azizul},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {stochastic optimal control problem; Bellmann equation; viscosity solutions; optimality conditions},
language = {eng},
pages = {Article ID 98764, 16 p.-Article ID 98764, 16 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Classical solutions of linear regulator for degenerate diffusions.},
url = {http://eudml.org/doc/54571},
volume = {2006},
year = {2006},
}

TY - JOUR
AU - Baten, Md.Azizul
TI - Classical solutions of linear regulator for degenerate diffusions.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
SP - Article ID 98764, 16 p.
EP - Article ID 98764, 16 p.
LA - eng
KW - stochastic optimal control problem; Bellmann equation; viscosity solutions; optimality conditions
UR - http://eudml.org/doc/54571
ER -

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