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.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.AP 1years
2025 1verdicts
CONDITIONAL 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.