2003-09-30Buch
Dual effect free stochastic controls
Barty, Kengy; Carpentier, P.; Chancelier, J.-P.; Cohen, G.; Lara, M. de; Guilbaud, T.
In stochastic optimal control, a key issue is the fact that "solutions" are searched for in terms of "feedback" over available information and, as a consequence, a major potential difficulty is the fact that present control ...