Generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q497405)
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scientific article; zbMATH DE number 6484937
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| English | Generalized semiconcavity of the value function of a jump diffusion optimal control problem |
scientific article; zbMATH DE number 6484937 |
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Generalized semiconcavity of the value function of a jump diffusion optimal control problem (English)
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24 September 2015
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generalized semiconcavity
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value function
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optimal control
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partial integro-differential equations
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Hammilton-Jacobi-Bellman equations
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jump diffusions
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0.944654107093811
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0.7987539172172546
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0.7757139801979065
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0.7685229778289795
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