Related content

Dynamic programming principle for stochastic recursive optimal control problem with delayed systems∗

By Chen Li   Wu Zhen  

ESAIM: Control, Optimisation and Calculus of Variations, Vol. 18, Iss. 4, 2012-12 ,pp. : 1005-1026

Edp Sciences

Access to resources Recommend Favorite

Dynamic Programming for the stochastic Navier-Stokesequations

By da Prato Giuseppe   Debussche Arnaud  

ESAIM: Mathematical Modelling and Numerical Analysis, Vol. 34, Iss. 2, 2010-03 ,pp. : 459-475

Edp Sciences

Access to resources Recommend Favorite

Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems

By Goreac Dan   Serea Oana-Silvia  

ESAIM: Control, Optimisation and Calculus of Variations, Vol. 18, Iss. 3, 2012-11 ,pp. : 836-855

Edp Sciences

Access to resources Recommend Favorite

Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator

By Pu Jiangyan   Zhang Qi  

ESAIM: Control, Optimisation and Calculus of Variations, Vol. 24, Iss. 1, 2018-05 ,pp. : 355-376

Edp Sciences

Access to resources Recommend Favorite

On the Continuity of Stochastic Exit Time Control Problems

By Bayraktar Erhan  

Stochastic Analysis and Applications, Vol. 29, Iss. 1, 2011-01 ,pp. : 48-60

Taylor & Francis Ltd

Access to resources Recommend Favorite