A note on the strong formulation of stochastic control problems with model uncertainty (Q2514472): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:48, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the strong formulation of stochastic control problems with model uncertainty |
scientific article |
Statements
A note on the strong formulation of stochastic control problems with model uncertainty (English)
0 references
3 February 2015
0 references
stochastic control problems
0 references
model uncertainty
0 references
stochastic games
0 references
two-step optimization problem
0 references
elementary feedback strategies
0 references
stochastic Perron's method
0 references
viscosity solutions
0 references
