Browsing Congressos / RP by Subject "Teoria dos jogos"
Now showing items 1-2 of 2
-
Stochastic control and differential games with path-dependent controls
2017-03-05In this paper we consider the functional Itˆo calculus framework to find a path- dependent version of the Hamilton-Jacobi-Bellman equation for stochastic control problems with path-dependence in the controls. We also prove ...



