Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (Q658614)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems |
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Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (English)
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13 January 2012
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stochastic boundary control problems
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Hamilton-Jacobi-Bellman (HJB) equation
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controlled stochastic parabolic equation
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