Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584)
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scientific article; zbMATH DE number 7538043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation |
scientific article; zbMATH DE number 7538043 |
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Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (English)
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8 June 2022
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dynamic programming principle
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Hamilton-Jacobi-Bellman equation
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stochastic recursive optimal control
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backward stochastic differential equation
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