DOI10.1080/07362999808809512zbMath0931.60059MaRDI QIDQ4385646
Giuseppe Da Prato, Jean-Pierre Aubin
Publication date: 20 February 2000 Published in: Stochastic Analysis and Applications (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1080/07362999808809512
zbMATH Keywords
stochastic control problems; stochastic uncertainty; contingent uncertainty
Mathematics Subject Classification ID
93E20: Optimal stochastic control
60H99: Stochastic analysis
Cites Work