Concepedia
Applied Mathematics & Optimization · 2007 · 12 citations · 29 references
Open access
Stochastic Hybrid SystemError EstimatesUncertainty QuantificationStochastic SystemProcess ControlSystems EngineeringStochastic Control
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User’s guide to viscosity solutions of second order partial differential equations
Michael G. Crandall, Hitoshi Ishii, Pierre-Louis Lions · Bulletin of the American Mathematical Society · 1992 · 4.9K citations · Full text
Numerical Analysis, Engineering, Geometric Partial Differential Equation +11
Dynamic Programming and Markov Processes.
Marshall Freimer, Ronald A. Howard · Journal of the American Statistical Association · 1961 · 3.4K citations
Engineering, Stochastic Processes, Dynamic Programming +6
Numerical Methods for Stochastic Control Problems in Continuous Time
Harold J. Kushner · SIAM Journal on Control and Optimization · 1990 · 1.4K citations
Numerical Analysis, Mathematical Programming, Stochastic Hybrid System +14
Convergence of approximation schemes for fully nonlinear second order equations
Guy Barles, Panagiotis E. Souganidis · Asymptotic Analysis · 1991 · 1K citations
The Primal-Dual Active Set Strategy as a Semismooth Newton Method
Michael Hintermüller, Kazufumi Ito, Karl Kunisch · SIAM Journal on Optimization · 2002 · 970 citations · Full text