Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems
type: Item
instance of: scholarly article
title: Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems
zbMATH Open document ID: 1231.93120
author: Huaiqiang Yu
author: Bin Liu
published in: Journal of the Franklin Institute
publication date: 2012-01-13T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35K20
zbMATH DE Number: 5996932
zbMATH Keywords: stochastic boundary control problems
zbMATH Keywords: Hamilton-Jacobi-Bellman (HJB) equation
zbMATH Keywords: controlled stochastic parabolic equation
MaRDI profile type: Publication
full work available at URL: j.jfranklin.2011.06.003
OpenAlex ID: W2034715291
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DOI: 10.1016/J.JFRANKLIN.2011.06.003
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description: scientific article; zbMATH DE number 5996932