A direct method for solving stochastic control problems (Q352250): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:44, 30 January 2024
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
