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On the Hamilton-Jacobi-Bellman Equation for an Optimal Consumption Problem: II. Verification Theorem.
Hiroaki Hata
Shuenn-Jyi Sheu
Published in:
SIAM J. Control. Optim. (2012)
Keyphrases
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hamilton jacobi bellman
optimal control
stochastic control
control problems
nonlinear systems
dynamic programming
closed form
approximate dynamic programming
machine learning
optimal strategy
asymptotically optimal