Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (Q6139687)
From MaRDI portal
scientific article; zbMATH DE number 7791542
Language | Label | Description | Also known as |
---|---|---|---|
English | Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications |
scientific article; zbMATH DE number 7791542 |
Statements
Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (English)
0 references
19 January 2024
0 references
backward stochastic Hamilton-Jacobi-Bellman equations
0 references
optimal control
0 references
path-dependent Hamilton-Jacobi-Bellman equations
0 references
path-dependent stochastic differential equations
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references