Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513)
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scientific article; zbMATH DE number 6552482
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| English | Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations |
scientific article; zbMATH DE number 6552482 |
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Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (English)
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9 March 2016
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path-dependent optimal stochastic control
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path-dependent Bellman equation
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viscosity solution
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backward SDE
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dynamic programming
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0.8802621960639954
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0.8435467481613159
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0.8366560935974121
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0.8336614370346069
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0.8333795070648193
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