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Page 1: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 2: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 3: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 4: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 5: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 6: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 7: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 8: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 9: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 10: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 11: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 12: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 13: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 14: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 15: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 16: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 17: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 18: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 19: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 20: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 21: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 22: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 23: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 24: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 25: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 26: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 27: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 28: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 29: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 30: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 31: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 32: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,
Page 33: PowerPoint Presentation€¦ · Fix a measure valued (FP)-adapted process (Lit) in P(R); Solve the standard stochastic control problem â arg infE subject to f(t, Xt, at)dt + g(XT,

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