On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:28, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the smoothness of value functions and the existence of optimal strategies in diffusion models |
scientific article |
Statements
On the smoothness of value functions and the existence of optimal strategies in diffusion models (English)
0 references
22 December 2015
0 references
optimal control
0 references
optimal stopping
0 references
smooth pasting
0 references
super contact
0 references
Markov control
0 references
HJB equation
0 references
