Stochastic Verification Theorems within the Framework of Viscosity Solutions (Q3128457): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Verification Theorems within the Framework of Viscosity Solutions |
scientific article |
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Stochastic Verification Theorems within the Framework of Viscosity Solutions (English)
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2 February 1998
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optimal control of diffusion processes
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verification theorem
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viscosity solution
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Hamilton-Jacobi-Bellman equation
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superdifferential
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