On some recent aspects of stochastic control and their applications (Q980747)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some recent aspects of stochastic control and their applications |
scientific article |
Statements
On some recent aspects of stochastic control and their applications (English)
0 references
29 June 2010
0 references
controlled diffusions
0 references
dynamic programming
0 references
maximum principle
0 references
viscosity solutions
0 references
backward stochastic differential equations
0 references
finance
0 references
