Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513): Difference between revisions

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Latest revision as of 14:45, 11 July 2024

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Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
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    Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (English)
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    9 March 2016
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    path-dependent optimal stochastic control
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    path-dependent Bellman equation
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    viscosity solution
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    backward SDE
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    dynamic programming
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