Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory
Date
2010Link to item file
http://hal.archives-ouvertes.fr/hal-00363273/en/Dewey
Probabilités et mathématiques appliquéesSujet
Hamilton-Jacobi-Bellman equations in infinite dimensions; Dynamic programming; state equations with memory; viscosity solutionsJournal issue
ESAIM. COCVVolume
16Number
3Publication date
2010Article pages
744-763Publisher
EDP SciencesCollections
Metadata
Show full item recordAuthor
Tahraoui, Rabah
Carlier, Guillaume