A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794): Difference between revisions
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| Property / zbMATH Keywords | |||
stochastic optimal control | |||
| Property / zbMATH Keywords: stochastic optimal control / rank | |||
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Galerkin discretization scheme | |||
| Property / zbMATH Keywords: Galerkin discretization scheme / rank | |||
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Markov chain approximation | |||
| Property / zbMATH Keywords: Markov chain approximation / rank | |||
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dynamic programming | |||
| Property / zbMATH Keywords: dynamic programming / rank | |||
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logarithmic transformation | |||
| Property / zbMATH Keywords: logarithmic transformation / rank | |||
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Markov state model | |||
| Property / zbMATH Keywords: Markov state model / rank | |||
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Revision as of 21:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sparse Markov chain approximation of LQ-type stochastic control problems. |
scientific article |
Statements
A sparse Markov chain approximation of LQ-type stochastic control problems. (English)
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12 October 2016
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stochastic optimal control
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Galerkin discretization scheme
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Markov chain approximation
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dynamic programming
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logarithmic transformation
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Markov state model
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