Convex inequalities in stochastic control (Q1159648)
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scientific article; zbMATH DE number 3745051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex inequalities in stochastic control |
scientific article; zbMATH DE number 3745051 |
Statements
Convex inequalities in stochastic control (English)
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1981
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stochastic control
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potential theory
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Markov processes
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impulse control
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convex inequalities
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optimal stopping
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maximum reward
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supermedian function
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optimal control of diffusions
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alternating processes
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