scientific article; zbMATH DE number 4174815

zbMATH Open0713.93065MaRDI QIDQ3199307FDOQ3199307

Authors: Nicole El Karoui, Monique Jeanblanc 

Publication date: 1988

Full work available at URL: http://www.numdam.org/item?id=SPS_1988__22__508_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Markov processHamilton-Jacobi-Bellman equationdynamic programming principleexponential supermartingale

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (13)

• Title not available (Why is that?)
• A pseudo-Markov property for controlled diffusion processes
• Martingale representation theorem for the \(G\)-expectation
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• A topology for Markov controls
• Title not available (Why is that?)
• Towards the optimal control of Markov chains with constraints
• A posteriori minimax estimation with likelihood constraints
• Some control measures for Markov systems
• Title not available (Why is that?)
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• An introduction to Markovian control process

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