Optimal control versus stochastic target problems: an equivalence result (Q414574)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal control versus stochastic target problems: an equivalence result |
scientific article |
Statements
Optimal control versus stochastic target problems: an equivalence result (English)
0 references
11 May 2012
0 references
stochastic target
0 references
stochastic control
0 references
viscosity solutions
0 references
0 references
0 references