Application of normal cones to the computation of solutions of the nonlinear Kolmogorov backward equation (Q6570269)
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scientific article; zbMATH DE number 7879227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of normal cones to the computation of solutions of the nonlinear Kolmogorov backward equation |
scientific article; zbMATH DE number 7879227 |
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Application of normal cones to the computation of solutions of the nonlinear Kolmogorov backward equation (English)
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10 July 2024
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imprecise Markov chain in continuous time
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nonlinear Kolmogorov backward equation
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imprecise transition operator
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normal cone
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