Stochastic control and compatible subsets of constraints
From MaRDI portal
Publication:2484956
DOI10.1016/j.bulsci.2004.07.001zbMath1153.93532MaRDI QIDQ2484956
Marc Quincampoix, Catherine Rainer
Publication date: 3 August 2005
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.bulsci.2004.07.001
49J53: Set-valued and variational analysis
93E20: Optimal stochastic control
49J55: Existence of optimal solutions to problems involving randomness
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