scientific article; zbMATH DE number 868180

zbMATH Open0848.93067MaRDI QIDQ4874064FDOQ4874064

R. Mikulevicius, Henrikas Pragarauskas

Publication date: 23 June 1996

Title of this publication is not available (Why is that?)

zbMATH Keywords

Cauchy problemviscosity solutionmartingale problemIto processintegro-differential Bellman equation

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)

Cited In (2)

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