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Optimal control of martingales in a radially symmetric environment - MaRDI portal

Optimal control of martingales in a radially symmetric environment

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Publication:6374912

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DOI10.1016/J.SPA.2023.01.016zbMath1509.93061arXiv2108.04583MaRDI QIDQ6374912

Benjamin A. Robinson, Alexander Matthew Gordon Cox

Publication date: 10 August 2021

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal transportation (49Q22)

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