Multivalued stochastic delay differential equations and related stochastic control problems (Q5236110)
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scientific article; zbMATH DE number 7117220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivalued stochastic delay differential equations and related stochastic control problems |
scientific article; zbMATH DE number 7117220 |
Statements
Multivalued stochastic delay differential equations and related stochastic control problems (English)
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15 October 2019
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multivalued SDE with delay
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dynamic programming principle
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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