scientific article
From MaRDI portal
Publication:3199307
zbMath0713.93065MaRDI QIDQ3199307
Nicole El Karoui, Monique Jeanblanc-Picqué
Publication date: 1988
Full work available at URL: http://www.numdam.org/item?id=SPS_1988__22__508_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamilton-Jacobi-Bellman equationMarkov processdynamic programming principleexponential supermartingale
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
Related Items (3)
A posteriori minimax estimation with likelihood constraints ⋮ Martingale representation theorem for the \(G\)-expectation ⋮ Towards the optimal control of Markov chains with constraints
This page was built for publication:
