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Stochastic control for insurance: new problems and methods - MaRDI portal

Stochastic control for insurance: new problems and methods (Q1622626)

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scientific article; zbMATH DE number 6981383
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Stochastic control for insurance: new problems and methods
scientific article; zbMATH DE number 6981383

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    Stochastic control for insurance: new problems and methods (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 discretisations
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    multi objective problem
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