Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (Q5254097): Difference between revisions
From MaRDI portal
Latest revision as of 04:19, 10 July 2024
scientific article; zbMATH DE number 6443698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems |
scientific article; zbMATH DE number 6443698 |
Statements
Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (English)
0 references
8 June 2015
0 references
stochastic functional differential equations
0 references
dynamic programming principle
0 references
viscosity solution
0 references
path-dependent HJB equations
0 references
0 references
