Optimal control of jump-diffusion processes with random parameters (Q6082421)
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scientific article; zbMATH DE number 7772173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of jump-diffusion processes with random parameters |
scientific article; zbMATH DE number 7772173 |
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Optimal control of jump-diffusion processes with random parameters (English)
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29 November 2023
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controlled jump diffusion
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Markov modulated jump diffusion
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control up to exit time
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dynamic programming
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optimal control
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