Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models |
scientific article |
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Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (English)
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21 December 2022
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state-constrained problems
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stochastic target problems
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jump-diffusion systems
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partial integro-differential equations
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viscosity solutions
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