Q2707631 (Q2707631): Difference between revisions
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| Property / author: Nicolai V. Krylov / rank | |||
Revision as of 22:59, 20 February 2024
scientific article
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| English | No label defined |
scientific article |
Statements
3 April 2001
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smoothness of the value function
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optimal stochastic linear regulator problem
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extended problem
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Bellman equation
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uniqueness of the solution to the Bellman equation
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LQ stochastic regulator
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stochastic optimal control
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