Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator |
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Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (English)
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9 September 2020
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stochastic recursive control problem
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non-Lipschitz generator
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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