Dynamic programming via measurable selection

zbMATH Open1161.90516MaRDI QIDQ3630263FDOQ3630263

Authors: Roy Cerqueti 

Publication date: 3 June 2009

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zbMATH Keywords

dynamic programmingstochastic optimal controlmeasurable selectionexit time

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Cited In (3)

• Optimal investment in research and development under uncertainty
• Title not available (Why is that?)
• Financing policies via stochastic control: a dynamic programming approach

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