Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition |
scientific article |
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Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (English)
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7 December 2006
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Hamilton--Jacobi--Bellman (HJB) equations
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stochastic calculus via regularization
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Fukushima--Dirichlet decomposition
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stochastic optimal control
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verification theorems
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