A dynamic analytic method for risk-aware controlled martingale problems (Q6104008)
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scientific article; zbMATH DE number 7692302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic analytic method for risk-aware controlled martingale problems |
scientific article; zbMATH DE number 7692302 |
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A dynamic analytic method for risk-aware controlled martingale problems (English)
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5 June 2023
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forward equation
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martingale problems
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nonlinear programming
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optimal control
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stochastic processes
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