A Pseudo-Markov Property for Controlled Diffusion Processes (Q2802081): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1501.03939 / rank | |||
Normal rank | |||
Revision as of 08:26, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Pseudo-Markov Property for Controlled Diffusion Processes |
scientific article |
Statements
A Pseudo-Markov Property for Controlled Diffusion Processes (English)
0 references
25 April 2016
0 references
controlled diffusion processes
0 references
pseudo-Markov property
0 references
martingale problem
0 references
dynamic programming principle
0 references
