Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations |
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Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (English)
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27 October 2022
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stochastic path-dependent Hamilton-Jacobi equation
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stochastic optimal control
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viscosity solution
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backward stochastic partial differential equation
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