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zbMath1327.93411MaRDI QIDQ3451137

Farid Chighoub

Publication date: 10 November 2015

Full work available at URL: http://www.nonlinearstudies.com/index.php/nonlinear/article/view/1017/784

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

zbMATH Keywords

maximum principle dynamic programming viscosity solutions optimal controls generalized HJB equation Stochastic systems with Markovian jumps

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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