Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method (Q2910912): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q115247022, #quickstatements; #temporary_batch_1705521228510 |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2035407342 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 01:46, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method |
scientific article |
Statements
Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method (English)
0 references
12 September 2012
0 references
backward stochastic differential equation
0 references
Hamilton--Jacobi--Bellman (HJB) equation
0 references
stochastic control system
0 references
viscosity solution
0 references
semiconcavity
0 references