Title :
Bellman equation with integro-differential operators
Author_Institution :
University of Tennessee, Knoxville, Tennessee
Abstract :
Existence and regularity results are obtained for Bellman equation with integro-differential operators, corresponding to the stochastic control of diffusion processes with jumps.
Keywords :
Diffusion processes; Force measurement; Integral equations; Integrodifferential equations; Lab-on-a-chip; Mathematics; Process control; Q measurement; Stochastic processes;
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
DOI :
10.1109/CDC.1982.268184
