Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (Q607778)

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Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem
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    Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (English)
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    3 December 2010
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    nonlinear parabolic partial differential equation
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    Hamilton-Jacobi-Bellman type
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    regularity results
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    Lipschitz continuity
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    semiconcavity
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    viscosity solution
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    stochastic optimal control problem
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