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Property / DOI: 10.1016/j.na.2013.03.006 / rank
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Property / author: Jiangang Ren / rank
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Property / OpenAlex ID: W2067920468 / rank
 
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Latest revision as of 16:20, 9 December 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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