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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes |
scientific article; zbMATH DE number 7054948 |
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15 May 2019
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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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math.PR
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math.OC
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