Regularity properties for general HJB equations: a backward stochastic differential equation method (Q2910912)
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scientific article; zbMATH DE number 6081260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity properties for general HJB equations: a backward stochastic differential equation method |
scientific article; zbMATH DE number 6081260 |
Statements
12 September 2012
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backward stochastic differential equation
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Hamilton--Jacobi--Bellman (HJB) equation
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stochastic control system
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viscosity solution
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semiconcavity
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Regularity properties for general HJB equations: a backward stochastic differential equation method (English)
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