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Optimal control versus stochastic target problems: an equivalence result - MaRDI portal

Optimal control versus stochastic target problems: an equivalence result (Q414574)

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scientific article; zbMATH DE number 6033244
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English
Optimal control versus stochastic target problems: an equivalence result
scientific article; zbMATH DE number 6033244

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    Optimal control versus stochastic target problems: an equivalence result (English)
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    11 May 2012
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    stochastic target
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    stochastic control
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    viscosity solutions
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