Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2592346698 / rank | |||
Normal rank |
Revision as of 21:40, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition |
scientific article |
Statements
Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (English)
0 references
7 December 2006
0 references
Hamilton--Jacobi--Bellman (HJB) equations
0 references
stochastic calculus via regularization
0 references
Fukushima--Dirichlet decomposition
0 references
stochastic optimal control
0 references
verification theorems
0 references