Stochastic control/stopping problem with expectation constraints (Q6615478)
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scientific article; zbMATH DE number 7923197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control/stopping problem with expectation constraints |
scientific article; zbMATH DE number 7923197 |
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Stochastic control/stopping problem with expectation constraints (English)
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8 October 2024
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stochastic control/stopping problem with expectation constraints
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martingale-problem formulation
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enlarged canonical space
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Polish space of diffusion controls
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Polish space of stopping times
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dynamic programming principle
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regular conditional probability distribution
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measurable selection
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