Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (Q607778)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem |
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Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (English)
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3 December 2010
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nonlinear parabolic partial differential equation
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Hamilton-Jacobi-Bellman type
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regularity results
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Lipschitz continuity
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semiconcavity
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viscosity solution
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stochastic optimal control problem
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