A direct method for solving stochastic control problems (Q352250): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 93E24 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 93E20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49N10 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6184159 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
explicit optimal controls | |||
Property / zbMATH Keywords: explicit optimal controls / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic control problems | |||
Property / zbMATH Keywords: stochastic control problems / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
linear-quadratic control problem | |||
Property / zbMATH Keywords: linear-quadratic control problem / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
linear exponential quadratic Gaussian control problem | |||
Property / zbMATH Keywords: linear exponential quadratic Gaussian control problem / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 01:03, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A direct method for solving stochastic control problems |
scientific article |
Statements
A direct method for solving stochastic control problems (English)
0 references
4 July 2013
0 references
explicit optimal controls
0 references
stochastic control problems
0 references
linear-quadratic control problem
0 references
linear exponential quadratic Gaussian control problem
0 references
Brownian motion
0 references