Pathwise Optimality in Stochastic Control
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Publication:2706164
DOI10.1137/S0363012998334778zbMath0983.93076OpenAlexW2011478753MaRDI QIDQ2706164
Paolo Dai Pra, Barbara Trivellato, Giovanni B. Di Masi
Publication date: 19 March 2001
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012998334778
Hamilton-Jacobi-Bellman equationsinfinite time horizonpathwise optimality\(g\)-optimal stochastic optimal control
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