Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality |
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Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (English)
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14 March 2019
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dynamic programming principle
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forward-backward stochastic differential equations
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Hamilton-Jacobi-Bellman inequality
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optimal control
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singular control
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viscosity solution
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