The optimal control problem associated with multi-valued stochastic differential equations with jumps (Q392460): Difference between revisions
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multi-valued stochastic differential equation | |||
| Property / zbMATH Keywords: multi-valued stochastic differential equation / rank | |||
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Lévy measure | |||
| Property / zbMATH Keywords: Lévy measure / rank | |||
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optimal control | |||
| Property / zbMATH Keywords: optimal control / rank | |||
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Hamilton-Jacobi-Bellman equations | |||
| Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equations / rank | |||
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viscosity solution | |||
| Property / zbMATH Keywords: viscosity solution / rank | |||
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Revision as of 15:27, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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