Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations |
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Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (English)
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9 March 2009
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Poisson random measure
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value function
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backward stochastic differential equations
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dynamic programming principle
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viscosity solution
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stochastic backward semigroup
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