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]

@article{GrassKW15,
  title = {Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems},
  author = {Dieter Grass and Tatiana Kiseleva and Florian Wagener},
  year = {2015},
  doi = {10.1016/j.cnsns.2014.09.029},
  url = {https://doi.org/10.1016/j.cnsns.2014.09.029},
  researchr = {https://researchr.org/publication/GrassKW15},
  cites = {0},
  citedby = {0},
  journal = {Commun. Nonlinear Sci. Numer. Simul.},
  volume = {22},
  number = {Issues},
  pages = {38-54},
}