Generalized semiconcavity of the value function of a jump diffusion optimal control problem
type: Item
instance of: scholarly article
title: Generalized semiconcavity of the value function of a jump diffusion optimal control problem
zbMATH Open document ID: 1326.35411
author: Ermal Feleqi
published in: NoDEA. Nonlinear Differential Equations and Applications
publication date: 2015-09-24T00:00:00Z
Mathematics Subject Classification ID: 35Q93
Mathematics Subject Classification ID: 35E10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 35R09
zbMATH DE Number: 6484937
zbMATH Keywords: generalized semiconcavity
zbMATH Keywords: value function
zbMATH Keywords: optimal control
zbMATH Keywords: partial integro-differential equations
zbMATH Keywords: Hammilton-Jacobi-Bellman equations
zbMATH Keywords: jump diffusions
MaRDI profile type: Publication
full work available at URL: s00030-014-0304-z
OpenAlex ID: W2067786110
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DOI: 10.1007/S00030-014-0304-Z
description: scientific article; zbMATH DE number 6484937