Stochastic control problems for systems driven by normal martingales (Q2426608): Difference between revisions
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Revision as of 06:07, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control problems for systems driven by normal martingales |
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Stochastic control problems for systems driven by normal martingales (English)
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23 April 2008
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normal martingales
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structure equation
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Bellman principle
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HJB equation
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partial differential/difference equation
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viscosity solution
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