scientific article; zbMATH DE number 868180

zbMATH Open0848.93067MaRDI QIDQ4874064FDOQ4874064

Authors: Henrikas Pragarauskas, R. Mikulevicius 

Publication date: 23 June 1996

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

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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 (6)

• Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton-Jacobi-Bellman type
• Title not available (Why is that?)
• On the uniqueness of a solution to the Bellman equation in Sobolev's classes
• Solution to HJB equations with an elliptic integro-differential operator and gradient constraint
• An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control
• Title not available (Why is that?)

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