Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes (Q5742619)
From MaRDI portal
scientific article; zbMATH DE number 7054948
Language | Label | Description | Also known as |
---|---|---|---|
English | Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes |
scientific article; zbMATH DE number 7054948 |
Statements
15 May 2019
0 references
random dynamics
0 references
random environments
0 references
Lévy process
0 references
sublinear Markov semigroup
0 references
Hamilton-Jacobi-Bellman equation
0 references
Kolmogorov backward equation
0 references
math.PR
0 references
math.OC
0 references
0 references
0 references
0 references
0 references
0 references
0 references