Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations (Q3192131)
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scientific article; zbMATH DE number 6348160
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| English | Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 6348160 |
Statements
Sobolev Weak Solutions of the Hamilton--Jacobi--Bellman Equations (English)
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26 September 2014
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dynamic programming principle
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Hamilton-Jacobi-Bellman equations
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Sobolev weak solutions
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backward stochastic differential equations
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Doob-Meyer decomposition theorem
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0.8100024461746216
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0.8060041666030884
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0.794458270072937
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