A note on the strong formulation of stochastic control problems with model uncertainty (Q2514472)
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scientific article; zbMATH DE number 6395130
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| English | A note on the strong formulation of stochastic control problems with model uncertainty |
scientific article; zbMATH DE number 6395130 |
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A note on the strong formulation of stochastic control problems with model uncertainty (English)
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3 February 2015
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stochastic control problems
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model uncertainty
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stochastic games
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two-step optimization problem
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elementary feedback strategies
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stochastic Perron's method
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viscosity solutions
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0.800071120262146
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0.7602880001068115
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0.7477942109107971
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0.7448621392250061
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0.7395811676979065
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