Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations
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Chapter 9 Approximations to Optimal Controls and Nonlinear Partial Differential Equations

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63361-5 ◽

1977 ◽

pp. 170-209

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Nonlinear Partial Differential Equations ◽

Optimal Controls ◽

Partial Differential

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Dedication

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63350-0 ◽

1977 ◽

pp. v

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Chapter 7 Approximations for Parabolic Equations and Nonlinear Filtering Problems

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63359-7 ◽

1977 ◽

pp. 116-136

Keyword(s):

Parabolic Equations ◽

Nonlinear Filtering

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Chapter 4 Elliptic and Parabolic Equations and Functionals of Diffusions

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63356-1 ◽

1977 ◽

pp. 57-77

Keyword(s):

Parabolic Equations ◽

Elliptic And Parabolic Equations

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Index of Selected Symbols

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63365-2 ◽

1977 ◽

pp. 240

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Chapter 8 Optimal Stopping and Impulsive Control Problems

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63360-3 ◽

1977 ◽

pp. 137-169

Keyword(s):

Optimal Stopping ◽

Impulsive Control ◽

Control Problems

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Chapter 5 A Simple Application of the Invariance Theorems

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63357-3 ◽

1977 ◽

pp. 78-87

Keyword(s):

Simple Application

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References

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63364-0 ◽

1977 ◽

pp. 237-239

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Acknowledgments

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63352-4 ◽

1977 ◽

pp. xvii

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Chapter 10. Approximations to Stochastic Delay Equations and to Diffusions and Partial Differential Equations with Reflecting Boundaries

Mathematics in Science and Engineering - Probability Methods for Approximations in Stochastic Control and for Elliptic Equations ◽

10.1016/s0076-5392(08)63362-7 ◽

1977 ◽

pp. 210-225 ◽

Cited By ~ 1

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Delay Equations ◽

Partial Differential ◽

Stochastic Delay ◽

Stochastic Delay Equations ◽

Reflecting Boundaries

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