A note on the strong formulation of stochastic control problems with model uncertainty (Q2514472): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1402.4415 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2005746928 / rank | |||
Normal rank | |||
Latest revision as of 08:38, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the strong formulation of stochastic control problems with model uncertainty |
scientific article |
Statements
A note on the strong formulation of stochastic control problems with model uncertainty (English)
0 references
3 February 2015
0 references
stochastic control problems
0 references
model uncertainty
0 references
stochastic games
0 references
two-step optimization problem
0 references
elementary feedback strategies
0 references
stochastic Perron's method
0 references
viscosity solutions
0 references
