Numerical methods for the solution of the degenerate nonlinear elliptic equations arising in optimal stochastic control theory
- 1 August 1968
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 13 (4) , 344-353
- https://doi.org/10.1109/tac.1968.1098939
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- On the Numerical Solution of Degenerate Linear and Nonlinear Elliptic Boundary Value ProblemsSIAM Journal on Numerical Analysis, 1968
- Optimal Discounted Stochastic Control for Diffusion ProcessesSIAM Journal on Control, 1967
- Optimal Pursuit Strategies in Discrete-State Probabilistic SystemsJournal of Basic Engineering, 1962
- Optimal Control of Continuous Time, Markov, Stochastic Systems†Journal of Electronics and Control, 1961