Pathwise Optimality in Stochastic Control (Q2706164)

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Pathwise Optimality in Stochastic Control
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    title
    Pathwise Optimality in Stochastic Control (English)
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    author
    Paolo Dai Pra
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    Barbara Trivellato
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    Giovanni B. Di Masi
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    publication date
    19 March 2001
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    zbMATH DE Number
    1578800
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    zbMATH Keywords
    \(g\)-optimal stochastic optimal control
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    Hamilton-Jacobi-Bellman equations
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    pathwise optimality
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    infinite time horizon
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