Viscosity Solutions of Stochastic Hamilton-Jacobi-Bellman Equations.

Published in: SIAM J. Control. Optim. (2018)

Keyphrases

hamilton jacobi bellman
stochastic control
differential equations
control problems
optimal control
numerical solution
mathematical model
closed form solutions
nonlinear systems
stochastic model
neural network
image processing
special case
dynamical systems
finite difference
hamilton jacobi