Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949)
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scientific article; zbMATH DE number 7615099
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| English | Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps |
scientific article; zbMATH DE number 7615099 |
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Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (English)
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11 November 2022
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stochastic control
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dynamic programming
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stochastic Hamilton-Jacobi-Bellman (HJB) equation
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stochastic partial integral differential equation
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0.8707594871520996
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0.8550262451171875
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0.8548644185066223
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