A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794): Difference between revisions

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Revision as of 17:58, 12 July 2024

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A sparse Markov chain approximation of LQ-type stochastic control problems.
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    A sparse Markov chain approximation of LQ-type stochastic control problems. (English)
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    12 October 2016
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    stochastic optimal control
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    Galerkin discretization scheme
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    Markov chain approximation
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    dynamic programming
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    logarithmic transformation
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    Markov state model
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