HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220)
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scientific article; zbMATH DE number 7100179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes |
scientific article; zbMATH DE number 7100179 |
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HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (English)
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30 August 2019
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HJB equation
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nonlinear partial integro-differential Dirichlet problem
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elliptic integro-differential operator
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singular stochastic control problem
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