The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762): Difference between revisions
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scientific article; zbMATH DE number 7136985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation |
scientific article; zbMATH DE number 7136985 |
Statements
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (English)
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27 November 2019
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dynamic programming principle
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fully coupled forward-backward stochastic differential equations
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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