The optimal control problem associated with multi-valued stochastic differential equations with jumps (Q392460): Difference between revisions

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Latest revision as of 05:09, 7 July 2024

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The optimal control problem associated with multi-valued stochastic differential equations with jumps
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    The optimal control problem associated with multi-valued stochastic differential equations with jumps (English)
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    14 January 2014
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    multi-valued stochastic differential equation
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    Lévy measure
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    optimal control
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    Hamilton-Jacobi-Bellman equations
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    viscosity solution
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