Envelope viscosity solutions of first- and second-order PDEs with <i>u</i>-dependence (Q2955383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Envelope viscosity solutions of first- and second-order PDEs with <i>u</i>-dependence |
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Envelope viscosity solutions of first- and second-order PDEs with <i>u</i>-dependence (English)
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25 January 2017
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Bellman
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Isaacs
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nodal solutions
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forward backward stochastic control
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