Convex inequalities in stochastic control (Q1159648): Difference between revisions

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Latest revision as of 13:30, 13 June 2024

scientific article
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Convex inequalities in stochastic control
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    Convex inequalities in stochastic control (English)
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    1981
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    stochastic control
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    potential theory
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    Markov processes
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    impulse control
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    convex inequalities
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    optimal stopping
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    maximum reward
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    supermedian function
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    optimal control of diffusions
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    alternating processes
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