scientific article

zbMath0981.93077MaRDI QIDQ2712233

Situ Rong

Publication date: 1 March 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

viscosity solutioncomparison theoremBSDE with jumpscontrolled forward-backward stochastic differential equationsgeneralized HJB-equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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