Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922)
From MaRDI portal
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
