A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs
DOI10.1007/s00030-024-00986-9zbMATH Open1546.35025MaRDI QIDQ6588177
Publication date: 15 August 2024
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
stabilityviscosity solutionlimit theoremKnightian uncertainty\(G\)-expectationconvergence theoremnonlinear expectationpath-dependent PDEsublinear expectationHamilton-Jacobi-Bellman PDE
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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