Vector-valued robust stochastic control

DOI10.1137/24M1673930MaRDI QIDQ7315347zbMATH OpenFDO

Authors Igor Cialenco, Gabriela Kováčová

Publication date 18 August 2026

Published in SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1673930

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Dynamic programming (90C39) Stochastic systems in control theory (general) (93E03)

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