Existence of stochastic control under state constraints (Q4218616)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Existence of stochastic control under state constraints |
scientific article; zbMATH DE number 1223330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of stochastic control under state constraints |
scientific article; zbMATH DE number 1223330 |
Statements
Existence of stochastic control under state constraints (English)
0 references
28 March 2004
0 references
stochastic control
0 references
state constraint
0 references
viability problem
0 references
viscosity supersolution
0 references
Hamilton-Jacobi-Bellman equation
0 references
