Stochastic control theory Mathematical optimization 2 Convergence 1 Discrete-time systems 1 Dynamic programming 1 Filters (Mathematics) 1 Finance 1 Markov processes 1 Mathematical models 1 Numerical analysis 1 Optimal stopping (Mathematical statistics) 1 Stochastic analysis 1 Stochastic differential equations 1 Stochastic partial differential equations 1 Stochastic processes 1 Viscosity solutions 1