A dynamic analytic method for risk-aware controlled martingale problems (Q6104008)
From MaRDI portal
scientific article; zbMATH DE number 7692302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic analytic method for risk-aware controlled martingale problems |
scientific article; zbMATH DE number 7692302 |
Statements
A dynamic analytic method for risk-aware controlled martingale problems (English)
0 references
5 June 2023
0 references
forward equation
0 references
martingale problems
0 references
nonlinear programming
0 references
optimal control
0 references
stochastic processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
