ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

Dynamic programming principle and Hamilton–Jacobi–Bellman equation for optimal control problems with uncertainty

Maria Soledad Aronna, Michele Palladino and Oscar Sierra

ESAIM: COCV, 32 (2026) 5

Published online: 21 January 2026

DOI: 10.1051/cocv/2025092

Maria Soledad Aronna

Michele Palladino

Oscar Sierra

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