Keywords
- Viscosity Solution
- State Constraint
- Stochastic Control Problem
- Viscosity Subsolutions
- Jump Diffusion Process
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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References
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© 1986 Springer-Verlag
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Lions, P.L. (1986). Optimal control of reflected diffusion processes : An example of state constraints. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 78. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0041170
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DOI: https://doi.org/10.1007/BFb0041170
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