Optimal Control with State-Space Constraint. II
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non-local operatorHamilton-Jacobi-Bellman (HJB) equationpiecewise deterministic processessolutions of viscosity type
Diffusion processes (60J60) Nonlinear boundary value problems for linear elliptic equations (35J65) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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