Stochastic control for insurance: new problems and methods

DOI10.1007/978-3-319-66536-8_5zbMath1417.91271OpenAlexW2765946309MaRDI QIDQ1622626

Christian Hipp

Publication date: 19 November 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-66536-8_5

zbMATH Keywords

stochastic controlviscosity solutionsEuler-type discretisationsmulti objective problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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