Pathwise Optimality in Stochastic Control (Q2706164)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pathwise Optimality in Stochastic Control |
scientific article |
Statements
Pathwise Optimality in Stochastic Control (English)
0 references
19 March 2001
0 references
\(g\)-optimal stochastic optimal control
0 references
Hamilton-Jacobi-Bellman equations
0 references
pathwise optimality
0 references
infinite time horizon
0 references