Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales (Q3899096)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3707269
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales |
scientific article; zbMATH DE number 3707269 |
Statements
Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales (English)
0 references
1980
0 references
semimartingale
0 references
double martingales
0 references
maximum principle
0 references
