Regularity properties for general HJB equations. A BSDE method (Q6230857)

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scientific article; zbMATH DE number 6081260
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Regularity properties for general HJB equations. A BSDE method
scientific article; zbMATH DE number 6081260

    Statements

    publication date
    7 February 2012
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    arXiv ID
    1202.1432
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    arXiv classification
    math.PR
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    math.AP
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    math.OC
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    author
    Rainer Buckdahn
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    Jianhui Huang
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    Juan Li
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    Mathematics Subject Classification ID
    93E20
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    35D40
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    60H10
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    60H30
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    93E03
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    90C39
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    35K55
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    35K65
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    49N60
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    zbMATH DE Number
    6081260
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    DOI
    10.1137/110828629
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