Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949): Difference between revisions
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Revision as of 01:03, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps |
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Statements
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (English)
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11 November 2022
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stochastic control
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dynamic programming
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stochastic Hamilton-Jacobi-Bellman (HJB) equation
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stochastic partial integral differential equation
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