Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795): Difference between revisions

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Latest revision as of 09:44, 30 July 2024

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Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions
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    Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (English)
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    5 October 2016
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    optimal switching
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    feedback strategies
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    Hamilton-Jacobi-Bellman variational inequalities
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    viscosity solutions
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    dynamic programming principle
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    model uncertainty
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    stochastic games
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    stochastic Perron method
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