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Stochastic control for insurance: models, strategies, and numerics - MaRDI portal

Stochastic control for insurance: models, strategies, and numerics (Q1622625)

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scientific article; zbMATH DE number 6981382
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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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