✦ LIBER ✦

Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem

✍ Scribed by Rainer Buckdahn; Piermarco Cannarsa; Marc Quincampoix

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Subgradients of the Value Function to a

✍ N. T. Toan; B. T. Kien 📂 Article 📅 2009 🏛 Springer Netherlands 🌐 English ⚖ 389 KB

Optimal stopping of continuous time stoc

✍ M. A. Shashiashvili 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 655 KB

Asymptotic behavior of the Bellman funct

✍ A.I. Ovseevich 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 415 KB

Primal-Lower-Nice Property of Value Func

✍ Oana Silvia Serea; Lionel Thibault 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 598 KB

Image of a parametric optimization probl

✍ G. Mastroeni; M. Pappalardo; N. D. Yen 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 391 KB

A note on the Lipschitz continuity of th

✍ Chee-Khian Sim; Jie Sun; Daniel Ralph 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 125 KB