✦ LIBER ✦

Pathwise Stochastic Control Problems and Stochastic HJB Equations

✍ Scribed by Buckdahn, Rainer; Ma, Jin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pathwise Stochastic Optimal Control

✍ Rogers, L. C. G. 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 198 KB

Pathwise Optimality in Stochastic Contro

✍ Pra, Paolo Dai; Di Masi, Giovanni B.; Trivellato, Barbara 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 199 KB

Pathwise Estimation of Stochastic Differ

✍ Xuejing Meng; Shigeng Hu; Ping Wu 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 441 KB

Generalized solutions of HJB equations a

✍ N.U. Ahmed 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 270 KB

A fast algorithm for the two dimensional

✍ Frédéric Bonnans, J.; Ottenwaelter, Élisabeth; Zidani, Housnaa 📂 Article 📅 2004 🏛 EDP Sciences 🌐 English ⚖ 236 KB

Properties of value function and existen

✍ Huaiqiang Yu; Bin Liu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 234 KB