The State Equations Methods for Stochastic Control Problems (Q3071784): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The State Equations Methods for Stochastic Control Problems |
scientific article |
Statements
The State Equations Methods for Stochastic Control Problems (English)
0 references
5 February 2011
0 references
stochastic optimal control
0 references
Markov chain approximation
0 references
predictor-corrector methods
0 references
portfolio management
0 references
