A practical variational approach to stochastic optimal control via state moment equations (Q1916929): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Guy Jumaric / rank | |||
Property / reviewed by | |||
Property / reviewed by: H. Pragarauskas / rank | |||
Property / author | |||
Property / author: Guy Jumaric / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: H. Pragarauskas / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0016-0032(95)00074-7 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1965800996 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4086303 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3818971 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic processes and filtering theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5594821 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Variable structure systems with sliding modes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
Normal rank |
Latest revision as of 13:17, 24 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A practical variational approach to stochastic optimal control via state moment equations |
scientific article |
Statements
A practical variational approach to stochastic optimal control via state moment equations (English)
0 references
14 July 1996
0 references
The author discusses the possibility to solve some stochastic optimal control problems using the solution of the corresponding deterministic problem (without noise terms), the state moment equations, and Euler-Lagrange variational methods. The approach is illustrated by examples.
0 references
stochastic optimal control
0 references
state moment equations
0 references
Euler-Lagrange variational methods
0 references