Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation |
scientific article; zbMATH DE number 7538043
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation |
scientific article; zbMATH DE number 7538043 |
Statements
Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (English)
0 references
8 June 2022
0 references
dynamic programming principle
0 references
Hamilton-Jacobi-Bellman equation
0 references
stochastic recursive optimal control
0 references
backward stochastic differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8730853199958801
0 references
0.8676828742027283
0 references
0.8545833230018616
0 references
0.8524646759033203
0 references
0.8494268655776978
0 references
