Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (Q658614)
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scientific article; zbMATH DE number 5996932
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| English | Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems |
scientific article; zbMATH DE number 5996932 |
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Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (English)
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13 January 2012
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stochastic boundary control problems
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Hamilton-Jacobi-Bellman (HJB) equation
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controlled stochastic parabolic equation
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0.9179966
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0.8960803
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0.88389105
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0.88041496
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0.88020366
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0.86998814
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0.8681136
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0.8661449
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