A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems (Q428740)
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scientific article; zbMATH DE number 6049243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems |
scientific article; zbMATH DE number 6049243 |
Statements
A note on linearization methods and dynamic programming principles for stochastic discontinuous control problems (English)
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22 June 2012
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occupational measures
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stochastic control
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dynamic programming principles
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