The optimal control problem associated with multi-valued stochastic differential equations with jumps (Q392460): Difference between revisions
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Revision as of 02:15, 16 February 2024
scientific article
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| English | 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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