Robust feedback switching control: dynamic programming and viscosity solutions (Q2822795)

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scientific article; zbMATH DE number 6632758
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    Robust feedback switching control: dynamic programming and viscosity solutions
    scientific article; zbMATH DE number 6632758

      Statements

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      5 October 2016
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      optimal switching
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      feedback strategies
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      Hamilton-Jacobi-Bellman variational inequalities
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      viscosity solutions
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      dynamic programming principle
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      model uncertainty
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      stochastic games
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      stochastic Perron method
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      Robust feedback switching control: dynamic programming and viscosity solutions (English)
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