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Publication:3222101
zbMath0556.93075MaRDI QIDQ3222101
José Luis Menaldi, Maurice Robin
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamilton-Jacobi-Bellman equationsdiffusion process with jumpsinstantaneous reflection at the boundary
Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Integro-partial differential equations (45K05) Dynamic programming (90C39) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)
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