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

@@ Property / author @@
-Jiangang Ren
@@ Property / author: Jiangang Ren / rank @@
-Normal rank
@@ Property / author @@
+Jiangang Ren
@@ Property / author: Jiangang Ren / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J55
@@ Property / Mathematics Subject Classification ID: 49J55 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+L25
@@ Property / Mathematics Subject Classification ID: 49L25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J53
@@ Property / Mathematics Subject Classification ID: 49J53 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 34F05 / rank @@
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@@ Property / zbMATH DE Number @@
+6244960
@@ Property / zbMATH DE Number: 6244960 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multi-valued stochastic differential equation
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy measure
@@ Property / zbMATH Keywords: Lévy measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal control
@@ Property / zbMATH Keywords: optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hamilton-Jacobi-Bellman equations
@@ Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+viscosity solution
@@ Property / zbMATH Keywords: viscosity solution / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.na.2013.03.006
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+W2067920468
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@@ Property / cites work @@
+Q3954601
@@ Property / cites work: Q3954601 / rank @@
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@@ Property / cites work @@
+Reflected diffusion processes with jumps
@@ Property / cites work: Reflected diffusion processes with jumps / rank @@
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@@ Property / cites work @@
+Approximation and simulation of stochastic variational inequalities - splitting up method
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@@ Property / cites work @@
+Multivalued Skorohod problem
@@ Property / cites work: Multivalued Skorohod problem / rank @@
+Normal rank
@@ Property / cites work @@
+WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
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@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
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@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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@@ Property / cites work @@
+Q3977319
@@ Property / cites work: Q3977319 / rank @@
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@@ Property / cites work @@
+Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
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@@ Property / cites work @@
+Q4276412
@@ Property / cites work: Q4276412 / rank @@
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@@ Property / cites work @@
+A class of Hamilton-Jacobi equations with unbounded coefficients in Hilbert spaces
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@@ Property / cites work @@
+Viscosity solutions for systems of parabolic variational inequalities
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@@ Property / cites work @@
+Second order Hamilton-Jacobi-Bellman equations with an unbounded operator
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@@ Property / cites work @@
+Q5665783
@@ Property / cites work: Q5665783 / rank @@
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@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
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+Publication:392460