Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922)
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scientific article; zbMATH DE number 5078284
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| English | Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition |
scientific article; zbMATH DE number 5078284 |
Statements
Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (English)
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7 December 2006
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Hamilton--Jacobi--Bellman (HJB) equations
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stochastic calculus via regularization
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Fukushima--Dirichlet decomposition
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stochastic optimal control
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verification theorems
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0.8798398375511169
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0.8224766850471497
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0.7908473610877991
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0.7757658958435059
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0.7714464068412781
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