Existence of stochastic control under state constraints (Q4218616)
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scientific article; zbMATH DE number 1223330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of stochastic control under state constraints |
scientific article; zbMATH DE number 1223330 |
Statements
Existence of stochastic control under state constraints (English)
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28 March 2004
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stochastic control
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state constraint
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viability problem
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viscosity supersolution
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Hamilton-Jacobi-Bellman equation
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