Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (Q6139687)
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scientific article; zbMATH DE number 7791542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications |
scientific article; zbMATH DE number 7791542 |
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Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (English)
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19 January 2024
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backward stochastic Hamilton-Jacobi-Bellman equations
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optimal control
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path-dependent Hamilton-Jacobi-Bellman equations
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path-dependent stochastic differential equations
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viscosity solutions
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