Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:09, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Discretisation of stochastic control problems for continuous time dynamics with delay |
scientific article |
Statements
Discretisation of stochastic control problems for continuous time dynamics with delay (English)
0 references
14 June 2007
0 references
stochastic delay differential equations
0 references
stochastic optimal control
0 references
finite-difference approximation
0 references