A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems (Q428740)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems |
scientific article |
Statements
A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems (English)
0 references
22 June 2012
0 references
occupational measures
0 references
stochastic control
0 references
dynamic programming principles
0 references
