A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004)
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scientific article; zbMATH DE number 7371812
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| English | A framework for the dynamic programming principle and martingale-generated control correspondences |
scientific article; zbMATH DE number 7371812 |
Statements
A framework for the dynamic programming principle and martingale-generated control correspondences (English)
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15 July 2021
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dynamic programming principle
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optimal stochastic control
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control correspondences
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martingale problem
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singular control
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0.8455225229263306
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0.835015594959259
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0.816109836101532
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0.8155425786972046
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