Comparison and Uniqueness of Viscosity Solutions for Belief-Space Integro-HJB Equations under Bayesian Partial Observation with Brownian-Jump Innovations

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Fernando Arias, Miquel Noguer I Alonso
DOI: 10.2139/ssrn.6270598
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Adaptive Dynamic Programming Control Nonlinear Partial Differential Equations

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint