Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (Q5254097)
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scientific article; zbMATH DE number 6443698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems |
scientific article; zbMATH DE number 6443698 |
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Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (English)
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8 June 2015
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stochastic functional differential equations
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dynamic programming principle
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viscosity solution
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path-dependent HJB equations
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