Asymptotic series for solutions to the dynamic programming equation for diffusions with small noise

Author

Fleming, W.H. ; Souganidis, P.E.

Author_Institution

Brown University, Providence, Rhode Island

fYear

1985

fDate

11-13 Dec. 1985

Firstpage

1343

Lastpage

1344

Keywords

Dynamic programming; Equations; Tin;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1985 24th IEEE Conference on

Conference_Location

Fort Lauderdale, FL, USA

Type

DOI

10.1109/CDC.1985.268726

Filename

4048526

Link To Document