Weak Dynamic Programming Principle for Viscosity Solutions (Q3093631)

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Weak Dynamic Programming Principle for Viscosity Solutions
scientific article

    Statements

    title
    Weak Dynamic Programming Principle for Viscosity Solutions (English)
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    author
    Bruno Bouchard
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    Nizar Touzi
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    publication date
    18 October 2011
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    zbMATH Keywords
    optimal control
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    dynamic programming
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    discontinuous viscosity solutions
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    Identifiers

    DOI
    10.1137/090752328
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    Mathematics Subject Classification ID
    49L25
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    60J60
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    49L20
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    35K55
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    zbMATH DE Number
    5959914
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