The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762)
From MaRDI portal
scientific article; zbMATH DE number 7136985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation |
scientific article; zbMATH DE number 7136985 |
Statements
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (English)
0 references
27 November 2019
0 references
dynamic programming principle
0 references
fully coupled forward-backward stochastic differential equations
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
