Solution to HJB equations with an elliptic integro-differential operator and gradient constraint
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Publication:1670367
DOI10.1007/s00245-016-9397-6zbMath1401.93228arXiv1605.04993OpenAlexW2396299010MaRDI QIDQ1670367
Publication date: 5 September 2018
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.04993
Optimal stochastic control (93E20) Regularity of solutions in optimal control (49N60) Existence theories for optimal control problems involving partial differential equations (49J20)
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