Bensoussan–Lions stochastic control theory
GPTKB entity
Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
stochastic control theory
|
| gptkbp:appliesTo |
stochastic differential equations
|
| gptkbp:developedBy |
gptkb:Pierre-Louis_Lions
gptkb:Alain_Bensoussan |
| gptkbp:field |
gptkb:mathematics
control theory stochastic processes |
| gptkbp:focusesOn |
optimal control
|
| https://www.w3.org/2000/01/rdf-schema#label |
Bensoussan–Lions stochastic control theory
|
| gptkbp:namedAfter |
gptkb:Pierre-Louis_Lions
gptkb:Alain_Bensoussan |
| gptkbp:relatedTo |
gptkb:Hamilton–Jacobi–Bellman_equation
viscosity solutions dynamic programming principle |
| gptkbp:usedIn |
engineering
finance |
| gptkbp:bfsParent |
gptkb:Alain_Bensoussan
|
| gptkbp:bfsLayer |
7
|