A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517)
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scientific article; zbMATH DE number 7596516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays |
scientific article; zbMATH DE number 7596516 |
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A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (English)
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6 October 2022
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optimal control
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stochastic differential equations with delays
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second-order Hamilton-Jacobi-Bellman equations
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viscosity solutions
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