Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s00245-022-09914-8 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00245-022-09914-8 / rank | |||
Normal rank | |||
Latest revision as of 01:10, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps |
scientific article |
Statements
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (English)
0 references
11 November 2022
0 references
stochastic control
0 references
dynamic programming
0 references
stochastic Hamilton-Jacobi-Bellman (HJB) equation
0 references
stochastic partial integral differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
