Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized and backward SDE representation for optimal control of non-Markovian SDEs |
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Randomized and backward SDE representation for optimal control of non-Markovian SDEs (English)
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27 July 2015
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non-Markovian controlled stochastic differential equations
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backward stochastic differential equations
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optimal stochastic control
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randomized controls
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dominated measures
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