Derivation of the stochastic Hamilton-Jacobi-Bellman equation
Optimization and Control
2023-12-11 v1 Probability
Abstract
In the present paper, we provide a detailed derivation of the stochastic Hamilton-Jacobi-Bellman equation
Keywords
Cite
@article{arxiv.2312.04581,
title = {Derivation of the stochastic Hamilton-Jacobi-Bellman equation},
author = {Vasil Yordanov},
journal= {arXiv preprint arXiv:2312.04581},
year = {2023}
}