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Parabolic Bellman Equations with Risk Control - MaRDI portal

Parabolic Bellman Equations with Risk Control (Q4636349)

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scientific article; zbMATH DE number 6861773
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English
Parabolic Bellman Equations with Risk Control
scientific article; zbMATH DE number 6861773

    Statements

    title
    Parabolic Bellman Equations with Risk Control (English)
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    author
    Dominic Breit
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    Jens Frehse
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    Alain Bensoussan
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    publication date
    19 April 2018
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    zbMATH Keywords
    nonlinear parabolic equations
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    Bellman equations
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    stochastic differential games
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    mean field dependence
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    risk control
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    Identifiers

    DOI
    10.1137/17M1122839
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    Mathematics Subject Classification ID
    35K55
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    93E20
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    35B50
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    35B65
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    49L20
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    35Q93
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    zbMATH DE Number
    6861773
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    OpenAlex ID
    W2802385514
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