Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (Q5254097)

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scientific article; zbMATH DE number 6443698
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Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems
scientific article; zbMATH DE number 6443698

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    Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (English)
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    8 June 2015
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    stochastic functional differential equations
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    dynamic programming principle
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    viscosity solution
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    path-dependent HJB equations
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