Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process (Q2940354): Difference between revisions
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Revision as of 09:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process |
scientific article |
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Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process (English)
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26 January 2015
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linear stochastic differential equation
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normalizing function
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almost sure optimality
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