Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026)

From MaRDI portal





scientific article; zbMATH DE number 5554420
Language Label Description Also known as
English
Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
scientific article; zbMATH DE number 5554420

    Statements

    Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (English)
    0 references
    0 references
    18 May 2009
    0 references
    stochastic differential equation
    0 references
    Poisson processes
    0 references
    Bellman equation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers