Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151)
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scientific article; zbMATH DE number 7381032
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| English | Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint |
scientific article; zbMATH DE number 7381032 |
Statements
Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (English)
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11 August 2021
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HJB equation
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viscosity solution
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terminal state constraint
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0.8394783735275269
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0.8330464363098145
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0.8266185522079468
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0.8215636610984802
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