An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control☆
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MSC
35J60
47G20
60J75
93E20
Keywords
Bellman equation
Fully nonlinear equation
Integro-differential operator
Markov jump process
Stochastic control
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Partially supported by DFG (German Science Foundation) through SFB 611.
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