The randomization method in stochastic optimal control (Q6912424)
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scientific article; zbMATH DE number 8109484
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The randomization method in stochastic optimal control |
scientific article; zbMATH DE number 8109484 |
Statements
The randomization method in stochastic optimal control (English)
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22 October 2025
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stochastic optimal control
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backward stochastic differential equations
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randomization method
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marked point processes
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dynamic programming
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