✦ LIBER ✦

Weak Dynamic Programming Principle for Viscosity Solutions

✍ Scribed by Bouchard, Bruno; Touzi, Nizar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Viscosity solutions for the dynamic prog

✍ Daniel Tataru 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 846 KB

Weak Solutions of a Partial Differential

✍ Rishel, Raymond W. 📂 Article 📅 1971 🏛 Society for Industrial and Applied Mathematics ⚖ 816 KB

Weak Dynamic Programming for Generalized

✍ Bouchard, Bruno; Nutz, Marcel 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 351 KB

Dynamic programming and viscosity soluti

✍ Srinivas Sridharan; Matthew R. James 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 423 KB

Concavity maximum principle for viscosit

✍ Petri Juutinen 📂 Article 📅 2010 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 256 KB

Dynamic programming and maximum principl

✍ S.A. Belbas 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 828 KB