Title of article :
Optimal control of diffusions: A verification theorem for viscosity solutions
Author/Authors :
Michael Kohlmann، نويسنده , , Peter Renner، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 1996
Keywords :
Maximum principle , Dynamic Programming , Optimal stochastic control , Viscosity solution
Journal title :
Systems and Control Letters
Journal title :
Systems and Control Letters
