Pathwise Stochastic Control Problems and Stochastic HJB Equations (Q5426921)

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scientific article; zbMATH DE number 5212515
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Pathwise Stochastic Control Problems and Stochastic HJB Equations
scientific article; zbMATH DE number 5212515

    Statements

    Pathwise Stochastic Control Problems and Stochastic HJB Equations (English)
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    16 November 2007
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    Pathwise stochastic control
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    dynamical programming
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    stochastic viscosity solutions
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