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The Dynamic Programming Equation for Second Order Stochastic Target Problems

✍ Scribed by Soner, H. Mete; Touzi, Nizar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamic programming for stochastic targe

✍ H. Mete Soner; Nizar Touzi 📂 Article 📅 2002 🏛 European Mathematical Society 🌐 English ⚖ 294 KB

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✍ Touzi, Nizar 📂 Article 📅 2012 🏛 Springer New York ⚖ 152 KB

A second order stochastic differential e

✍ Gary Parker 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 829 KB

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✍ Xu Chaojiang 📂 Article 📅 1996 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 708 KB

Solvability of the inverse problems for

✍ A. Kh. Amirov 📂 Article 📅 1986 🏛 Springer US 🌐 English ⚖ 131 KB