The connection between the maximum principle and dynamic programming in stochastic control (Q3496274)
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scientific article; zbMATH DE number 4170819
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|---|---|---|---|
| default for all languages | No label defined |
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| English | The connection between the maximum principle and dynamic programming in stochastic control |
scientific article; zbMATH DE number 4170819 |
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The connection between the maximum principle and dynamic programming in stochastic control (English)
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1990
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maximum principle
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dynamic programming
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super- and sub-differential
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0.8895847797393799
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0.8720516562461853
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0.8632583022117615
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0.8628199100494385
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