Q3754935 (Q3754935): Difference between revisions
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| Property / author: Pao-Liu Chow / rank | |||
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| Property / author: José Luis Menaldi / rank | |||
Revision as of 02:17, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1986
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control problem
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damped random linear oscillator
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random noise
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average cost function
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minimum cost function
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variational inequalities
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finite- difference approximations
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differential inequalities
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convergence
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maximum principle
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initial approximation
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