A modified MSA for stochastic control problems (Q2234329)
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scientific article; zbMATH DE number 7410976
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A modified MSA for stochastic control problems |
scientific article; zbMATH DE number 7410976 |
Statements
A modified MSA for stochastic control problems (English)
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19 October 2021
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stochastic control
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Pontryagin optimality
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backward stochastic differential equation
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0.8833292722702026
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0.7980522513389587
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0.7696167230606079
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0.7551207542419434
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0.7551207542419434
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