Mean viability theorems and second-order Hamilton-Jacobi equations
DOI10.1137/23M1550438zbMATH Open1542.35122MaRDI QIDQ6555692
Publication date: 14 June 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
stochastic controlviscosity solutionsviabilitypath-dependent partial differential equationscontingent solutions
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40)
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