Bensoussan, A. On the Hamilton-Jacobi approach for the optimal control of diffusion processes with jumps. (English) Zbl 0446.93052 Stochastic analysis, Proc. int. Conf., Evanston/Ill. 1978, 25-55 (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 8 Documents MSC: 93E20 Optimal stochastic control 60J60 Diffusion processes 60J75 Jump processes (MSC2010) Keywords:Hamilton-Jacobi Bellman equation; diffusion process with jumps Citations:Zbl 0436.00019 PDF BibTeX XML OpenURL