Pathwise Stochastic Control Problems and Stochastic HJB Equations

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Publication:5426921

DOI10.1137/S036301290444335XzbMath1140.60031OpenAlexW2021787300MaRDI QIDQ5426921

Jin Ma, Rainer Buckdahn

Publication date: 16 November 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s036301290444335x




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