For a spider diffusion with controlled, local-time-dependent branch selection, the value function is characterized as the unique viscosity solution of a HJB system with a nonlinear local-time Kirchhoff boundary condition.
Serve the shortest queue and Walsh Brown ian motion, The Annals of Applied Probability, 29, 1, (2019) pp
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.AP 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Stochastic scattering control of spider diffusion governed by an optimal diffraction probability measure selected from its own local-time
For a spider diffusion with controlled, local-time-dependent branch selection, the value function is characterized as the unique viscosity solution of a HJB system with a nonlinear local-time Kirchhoff boundary condition.