Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems

Dieter Grass, Tatiana Kiseleva, Florian Wagener. Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems. Commun. Nonlinear Sci. Numer. Simul., 22(Issues):38-54, 2015. [doi]

Abstract

Abstract is missing.