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Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes - MaRDI portal

Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes (Q5742619)

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scientific article; zbMATH DE number 7054948
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English
Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes
scientific article; zbMATH DE number 7054948

    Statements

    author
    Franziska Kühn
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    publication date
    15 May 2019
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    zbMATH Keywords
    random dynamics
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    random environments
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    Lévy process
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    sublinear Markov semigroup
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    Hamilton-Jacobi-Bellman equation
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    Kolmogorov backward equation
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    arXiv classification
    math.PR
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    math.OC
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    cites work
    Q3149351
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    Q4778955
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    Q5436616
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    Q4386544
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    Q5409097
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    Identifiers

    Mathematics Subject Classification ID
    82C31
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    82C44
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    60G51
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    35F21
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    35Q82
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    47D07
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    zbMATH DE Number
    7054948
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    arXiv ID
    1808.02332
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