Optimal control of branching diffusion processes: a finite horizon problem (Q1751960)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of branching diffusion processes: a finite horizon problem |
scientific article |
Statements
Optimal control of branching diffusion processes: a finite horizon problem (English)
0 references
25 May 2018
0 references
stochastic control
0 references
branching diffusion process
0 references
dynamic programming principle
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solution
0 references
0 references
0 references
