The Dynamic Programming Equation for Second Order Stochastic Target Problems (Q3581024): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q57635928, #quickstatements; #temporary_batch_1706335038149 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:52, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dynamic Programming Equation for Second Order Stochastic Target Problems |
scientific article |
Statements
The Dynamic Programming Equation for Second Order Stochastic Target Problems (English)
0 references
16 August 2010
0 references
stochastic target problem
0 references
gamma process
0 references
geometric dynamic programming
0 references
viscosity solutions
0 references
