Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations |
scientific article |
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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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