Generalized solutions of HJB equations applied to stochastic control on Hilbert space
โ Scribed by N.U. Ahmed
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 270 KB
- Volume
- 54
- Category
- Article
- ISSN
- 0362-546X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Existence and uniqueness is established for solutions to backward stochastic di erential equations with jumps and non-Lipschitzian coe cients in Hilbert space. The results are used to solve some special types of optimal stochastic control problems with respect to certain BSDEs with jumps in Hilbert
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