The optimal control problem associated with multi-valued stochastic differential equations with jumps (Q392460)
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scientific article; zbMATH DE number 6244960
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| English | The optimal control problem associated with multi-valued stochastic differential equations with jumps |
scientific article; zbMATH DE number 6244960 |
Statements
The optimal control problem associated with multi-valued stochastic differential equations with jumps (English)
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14 January 2014
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multi-valued stochastic differential equation
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Lévy measure
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optimal control
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Hamilton-Jacobi-Bellman equations
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viscosity solution
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0.8310216665267944
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0.8252372145652771
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0.8245202302932739
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0.8194949626922607
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