Deterministic equivalent for a continuous linear-convex stochastic control problem (Q1263565): Difference between revisions

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Property / cites work: Solution of a class of stochastic linear-convex control problems using deterministic equivalents / rank
 
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Property / cites work: Stochastic differential equations with reflecting boundary conditions / rank
 
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Property / cites work: Instantaneous Control of Brownian Motion / rank
 
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Latest revision as of 10:54, 20 June 2024

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Deterministic equivalent for a continuous linear-convex stochastic control problem
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    Deterministic equivalent for a continuous linear-convex stochastic control problem (English)
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    1990
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    See the preview in Zbl 0666.93129.
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    finite-horizon control
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    additive input
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    linear-convex optimal
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    control
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    Brownian motion
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