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scientific article; zbMATH DE number 1174959
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scientific article; zbMATH DE number 1174959

    Statements

    author
    Fabio Camilli
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    publication date
    5 November 1998
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    Mathematics Subject Classification ID
    49L20
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    49L25
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    49J55
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    45J05
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    zbMATH DE Number
    1174959
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    zbMATH Keywords
    piecewise deterministic processes
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    dynamic programming
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    numerical schemes
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    viscosity solutions
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    integro-differential Hamilton-Jacobi-Bellman equation
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