Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures (Q3192135): Difference between revisions
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Revision as of 10:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures |
scientific article |
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Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures (English)
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26 September 2014
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dynamic programming
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financial mathematics
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lower hedging
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Markov processes
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optimal stochastic control
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utility maximization
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