Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708): Difference between revisions

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Latest revision as of 01:03, 14 July 2024

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Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations
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    Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (English)
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    22 June 2017
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    stochastic Hamilton-Jacobi-Bellman equation
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    backward stochastic partial differential equation
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    weak solution
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    non-Markovian control
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    potential
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