Stochastic control for insurance: models, strategies, and numerics (Q1622625)
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scientific article; zbMATH DE number 6981382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control for insurance: models, strategies, and numerics |
scientific article; zbMATH DE number 6981382 |
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Stochastic control for insurance: models, strategies, and numerics (English)
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19 November 2018
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stochastic control
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viscosity solutions
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Euler-type discretizations
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multi-objective problems
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