A dynamic analytic method for risk-aware controlled martingale problems (Q6104008)

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scientific article; zbMATH DE number 7692302
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A dynamic analytic method for risk-aware controlled martingale problems
scientific article; zbMATH DE number 7692302

    Statements

    A dynamic analytic method for risk-aware controlled martingale problems (English)
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    5 June 2023
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    forward equation
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    martingale problems
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    nonlinear programming
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    optimal control
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    stochastic processes
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