A direct method for solving stochastic control problems (Q352250): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: Bozenna Pasik-Duncan / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 93E24 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 93E20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49N10 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6184159 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
explicit optimal controls | |||
Property / zbMATH Keywords: explicit optimal controls / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic control problems | |||
Property / zbMATH Keywords: stochastic control problems / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
linear-quadratic control problem | |||
Property / zbMATH Keywords: linear-quadratic control problem / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
linear exponential quadratic Gaussian control problem | |||
Property / zbMATH Keywords: linear exponential quadratic Gaussian control problem / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
Normal rank |
Revision as of 09:40, 28 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A direct method for solving stochastic control problems |
scientific article |
Statements
A direct method for solving stochastic control problems (English)
0 references
4 July 2013
0 references
explicit optimal controls
0 references
stochastic control problems
0 references
linear-quadratic control problem
0 references
linear exponential quadratic Gaussian control problem
0 references
Brownian motion
0 references