scientific article; zbMATH DE number 830162

From MaRDI portal

Revision as of 03:53, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4859690

Jump to:navigation, search

zbMath0858.49025MaRDI QIDQ4859690

Katsuyuki Ishii

Publication date: 19 March 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

existence uniqueness elliptic partial differential equations viscosity solutions impulse control problem Hamilton-Jacobi-Bellman operator

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (4)

A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) ⋮ Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems ⋮ Regularity for obstacle problems in infinite dimensional Hilbert spaces ⋮ Monotone numerical schemes and feedback construction for hybrid control systems

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4859690&oldid=19211736"