Pages that link to "Item:Q3177921"
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The following pages link to Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921):
Displayed 4 items.
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
- Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
