Pathwise Stochastic Control Problems and Stochastic HJB Equations (Q5426921)
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scientific article; zbMATH DE number 5212515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise Stochastic Control Problems and Stochastic HJB Equations |
scientific article; zbMATH DE number 5212515 |
Statements
Pathwise Stochastic Control Problems and Stochastic HJB Equations (English)
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16 November 2007
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Pathwise stochastic control
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dynamical programming
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stochastic viscosity solutions
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