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Pathwise Stochastic Optimal Control - MaRDI portal

Pathwise Stochastic Optimal Control (Q3506540)

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Pathwise Stochastic Optimal Control
scientific article

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    title
    Pathwise Stochastic Optimal Control (English)
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    DOI
    10.1137/050642885
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    author
    L. C. G. Rogers
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    publication date
    16 June 2008
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    Mathematics Subject Classification ID
    90C40
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    90C39
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    90C46
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    93E20
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    93E25
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    zbMATH DE Number
    5288518
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    zbMATH Keywords
    deterministic
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    stochastic
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    dynamic programming
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    pathwise optimization
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    OpenAlex ID
    W2156040550
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