Stochastic Hamilton–Jacobi–Bellman Equations

Shige Peng

doi:10.1137/0330018

journal article Mar 01, 1992

Stochastic Hamilton–Jacobi–Bellman Equations

SIAM Journal on Control and Optimization Vol. 30 No. 2 pp. 284-304 · Society for Industrial & Applied Mathematics (SIAM)

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Shige Peng

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241

Citations

16

References

Details

Published: Mar 01, 1992
Vol/Issue: 30(2)
Pages: 284-304

Authors

S

Shige Peng

Cite This Article

Shige Peng (1992). Stochastic Hamilton–Jacobi–Bellman Equations. SIAM Journal on Control and Optimization, 30(2), 284-304. https://doi.org/10.1137/0330018

Stochastic Hamilton–Jacobi–Bellman Equations

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