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notes/HJB/HJB #3

Open utterances-bot opened 2 days ago

utterances-bot commented 2 days ago

Alexandre Thiéry - Doob, Girsanov and Bellman

https://alexxthiery.github.io/notes/HJB/HJB.html

WeizhuQIAN commented 2 days ago

Excellent post! Does $f$ represent the running cost? What is its exact form?