arXiv Open Access 2023

Derivation of the stochastic Hamilton-Jacobi-Bellman equation

Vasil Yordanov

Lihat Sumber

Abstrak

In the present paper, we provide a detailed derivation of the stochastic Hamilton-Jacobi-Bellman equation

math.OC math.PR

Vasil Yordanov

APA MLA BibTeX

Yordanov, V. (2023). Derivation of the stochastic Hamilton-Jacobi-Bellman equation. https://arxiv.org/abs/2312.04581

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