Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models |
scientific article |
Statements
Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (English)
0 references
21 December 2022
0 references
state-constrained problems
0 references
stochastic target problems
0 references
jump-diffusion systems
0 references
partial integro-differential equations
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
