A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems (Q428740)
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scientific article; zbMATH DE number 6049243
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| English | A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems |
scientific article; zbMATH DE number 6049243 |
Statements
A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems (English)
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22 June 2012
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occupational measures
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stochastic control
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dynamic programming principles
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0.8806883692741394
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0.8382692933082581
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0.8119544386863708
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0.8117424845695496
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0.8099561929702759
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