Continuous-time stochastic control and optimization with financial applications
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Publication:1018984
DOI10.1007/978-3-540-89500-8zbMath1165.93039OpenAlexW1507126399MaRDI QIDQ1018984
Publication date: 26 May 2009
Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-89500-8
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
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