Controlled martingale problems and their Markov mimics (Q6608784)
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scientific article; zbMATH DE number 7916664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled martingale problems and their Markov mimics |
scientific article; zbMATH DE number 7916664 |
Statements
Controlled martingale problems and their Markov mimics (English)
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20 September 2024
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controlled martingale problem
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Markov mimic
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one-dimensional marginals
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relative entropy mimization
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stochastic control
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