A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions (Q5317105)
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scientific article; zbMATH DE number 2205799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions |
scientific article; zbMATH DE number 2205799 |
Statements
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions (English)
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15 September 2005
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stochastic optimal control
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verification theorem
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HJB equation
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viscosity solution
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superdifferential
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Lebesgue point
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