Bellman equations for scalar linear convex stochastic control problems (Q4989144): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
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/10.4064/bc122-5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3130293681 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear convex stochastic control problems over an infinite horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution of a class of stochastic linear-convex control problems using deterministic equivalents / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Topological Introduction to Nonlinear Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4925755 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Exponential-Quadratic Gaussian Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic Fractional Gaussian Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measurable Selection and Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Centralized and decentralized solutions of the linear-exponential-Gaussian problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deterministic equivalent for a continuous linear-convex stochastic control problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of HARA Utility from Terminal Wealth under Proportional Transaction Costs with Decision Lag or Execution Delay and Obligatory Diversification / rank
 
Normal rank

Latest revision as of 19:20, 25 July 2024

scientific article; zbMATH DE number 7350395
Language Label Description Also known as
English
Bellman equations for scalar linear convex stochastic control problems
scientific article; zbMATH DE number 7350395

    Statements

    Bellman equations for scalar linear convex stochastic control problems (English)
    0 references
    0 references
    0 references
    0 references
    20 May 2021
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references