Hopf-Lax approximation for value functions of Lévy optimal control problems (Q6883548)
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scientific article; zbMATH DE number 8137258
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| English | Hopf-Lax approximation for value functions of Lévy optimal control problems |
scientific article; zbMATH DE number 8137258 |
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Hopf-Lax approximation for value functions of Lévy optimal control problems (English)
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16 December 2025
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Hopf-Lax formula
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Lévy process
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optimal control problem
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nonlinear Lie-Trotter formula
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Nisio semigroup
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Wasserstein perturbation
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