Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes

DOI10.2478/V10157-010-0044-2zbMath1224.93137OpenAlexW2016848285MaRDI QIDQ2999423

Adrian Zalinescu

Publication date: 13 May 2011

Published in: Annals of the Alexandru Ioan Cuza University - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/v10157-010-0044-2

zbMATH Keywords

stochastic controlstable processesviscosity solutionsjump-diffusion processes

Mathematics Subject Classification ID

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

Related Items (1)

On a class of singular stochastic control problems driven by Lévy noise

Cites Work

• Continuous dependence estimates for viscosity solutions of integro-PDEs
• Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes