The dynamic programming equation for second order stochastic target problems (Q3581024)
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scientific article; zbMATH DE number 5770770
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| default for all languages | No label defined |
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| English | The dynamic programming equation for second order stochastic target problems |
scientific article; zbMATH DE number 5770770 |
Statements
The Dynamic Programming Equation for Second Order Stochastic Target Problems (English)
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16 August 2010
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stochastic target problem
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gamma process
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geometric dynamic programming
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viscosity solutions
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0.8369417190551758
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0.8369417190551758
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0.8099169731140137
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0.7919930815696716
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0.7916777729988098
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