A note on stochastic optimal control of reflected diffusions with jumps (Q1841463)
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scientific article; zbMATH DE number 1570533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on stochastic optimal control of reflected diffusions with jumps |
scientific article; zbMATH DE number 1570533 |
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A note on stochastic optimal control of reflected diffusions with jumps (English)
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2 May 2001
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stochastic optimal control
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reflected diffusions
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Poisson jumps
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nonlinear Nisio's semigroup
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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value function
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