Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L25
@@ Property / Mathematics Subject Classification ID: 49L25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J75
@@ Property / Mathematics Subject Classification ID: 60J75 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5886899
@@ Property / zbMATH DE Number: 5886899 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jump diffusions
@@ Property / zbMATH Keywords: jump diffusions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic optimal control
@@ Property / zbMATH Keywords: stochastic optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximum principle
@@ Property / zbMATH Keywords: maximum principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming principle
@@ Property / zbMATH Keywords: dynamic programming principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+verification theorem
@@ Property / zbMATH Keywords: verification theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+viscosity solution
@@ Property / zbMATH Keywords: viscosity solution / rank @@
+Normal rank

Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333): Difference between revisions

Revision as of 08:53, 1 July 2023

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Mathematics(0 entries)