Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (Q6139687)

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scientific article; zbMATH DE number 7791542
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Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications
scientific article; zbMATH DE number 7791542

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    Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (English)
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    19 January 2024
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    backward stochastic Hamilton-Jacobi-Bellman equations
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    optimal control
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    path-dependent Hamilton-Jacobi-Bellman equations
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    path-dependent stochastic differential equations
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    viscosity solutions
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