Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach |
scientific article; zbMATH DE number 6570916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach |
scientific article; zbMATH DE number 6570916 |
Statements
Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (English)
0 references
20 April 2016
0 references
Hamilton-Jacobi-Bellman-type equation
0 references
backward stochastic differential equations
0 references
stochastic control
0 references
large time behavior
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
