Optimal control versus stochastic target problems: an equivalence result (Q414574): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 49L25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6033244 / rank | |||
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stochastic target | |||
| Property / zbMATH Keywords: stochastic target / rank | |||
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stochastic control | |||
| Property / zbMATH Keywords: stochastic control / rank | |||
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viscosity solutions | |||
| Property / zbMATH Keywords: viscosity solutions / rank | |||
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Revision as of 19:19, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control versus stochastic target problems: an equivalence result |
scientific article |
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Optimal control versus stochastic target problems: an equivalence result (English)
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11 May 2012
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stochastic target
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stochastic control
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viscosity solutions
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