A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs (Q6588177)
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scientific article; zbMATH DE number 7897466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs |
scientific article; zbMATH DE number 7897466 |
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A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs (English)
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15 August 2024
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convergence theorem
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limit theorem
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stability
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viscosity solution
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path-dependent PDE
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Hamilton-Jacobi-Bellman PDE
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sublinear expectation
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nonlinear expectation
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Knightian uncertainty
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\(G\)-expectation
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