On some recent aspects of stochastic control and their applications (Q980747)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5728585
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On some recent aspects of stochastic control and their applications |
scientific article; zbMATH DE number 5728585 |
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
0.8414379358291626
0 references
0.8352771401405334
0 references
