Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715)
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scientific article; zbMATH DE number 6645508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming principle for stochastic control problems driven by general Lévy noise |
scientific article; zbMATH DE number 6645508 |
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Dynamic programming principle for stochastic control problems driven by general Lévy noise (English)
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28 October 2016
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dynamic programming
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stochastic control
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stochastic differential equation
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Lévy noise
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0.9300198
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0.9210591
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0.9204876
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0.91587377
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0.91078883
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0.9094936
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0.9086828
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