Concepedia

Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application

Communications in Partial Differential Equations · 1983 · 220 citations · 18 references

Concepts

Mathematical ProgrammingNumerical AnalysisHamiltonian TheoryDiffustion ProcessesOptimal ControlEngineeringPde-constrained OptimizationDiscrete Dynamical SystemDynamic Programming PrincipleMathematical Control TheoryProcess ControlSystems EngineeringDynamic Optimization

Abstract

(1983). Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application. Communications in Partial Differential Equations: Vol. 8, No. 10, pp. 1101-1174.

References

18

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

Engineering, Diffusion Processes, Stochastic Processes +10

Deterministic and Stochastic Optimal Control.

J. A. Bather, Wendell H. Fleming, Raymond Rishel · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.7K citations

Simplest Problem, Engineering, Variational Analysis +12

Some properties of viscosity solutions of Hamilton-Jacobi equations

Michael G. Crandall, L. C. Evans, Pierre‐Louis Lions · Transactions of the American Mathematical Society · 1984 · 1.2K citations

Viscosity Solution, Hamiltonian Theory, Geometric Partial Differential Equation +9

Stochastic differential equations with reflecting boundary conditions

Pierre‐Louis Lions, Alain‐Sol Sznitman · Communications on Pure and Applied Mathematics · 1984 · 837 citations

Boundary Conditions, Engineering, Stochastic Calculus +4

The problem of dirichlet for quasilinear elliptic differential equations with many independent variables

James Serrin · Philosophical Transactions of the Royal Society of London Series A Mathematical and Physical Sciences · 1969 · 449 citations