Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method (Q2910912)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method |
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Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method (English)
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12 September 2012
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backward stochastic differential equation
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Hamilton--Jacobi--Bellman (HJB) equation
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stochastic control system
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viscosity solution
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semiconcavity
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