Publication:2978479
From MaRDI portal
zbMath1360.49016MaRDI QIDQ2978479
Publication date: 25 April 2017
Full work available at URL: http://www.jnmas.org/jnmas6-4.pdf
maximum principle; dynamic programming; viscosity solutions; optimal controls; generalized HJB equation; stochastic systems with jumps
49L20: Dynamic programming in optimal control and differential games
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness