Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations (Q5408792)
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scientific article; zbMATH DE number 6283142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations |
scientific article; zbMATH DE number 6283142 |
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Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations (English)
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11 April 2014
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stochastic Perron's method
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viscosity solutions
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nonsmooth verification
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comparison principle
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