Sobolev Weak Solutions of the Hamilton--Jacobi--Bellman Equations (Q3192131)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sobolev Weak Solutions of the Hamilton--Jacobi--Bellman Equations |
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Sobolev Weak Solutions of the Hamilton--Jacobi--Bellman Equations (English)
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26 September 2014
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dynamic programming principle
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Hamilton-Jacobi-Bellman equations
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Sobolev weak solutions
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backward stochastic differential equations
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Doob-Meyer decomposition theorem
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