An approximation scheme for the optimal control of diffusion processes (Q4698679): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W61439753 / rank | |||
Normal rank | |||
Revision as of 21:37, 19 March 2024
scientific article; zbMATH DE number 753948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximation scheme for the optimal control of diffusion processes |
scientific article; zbMATH DE number 753948 |
Statements
An approximation scheme for the optimal control of diffusion processes (English)
0 references
15 October 1995
0 references
numerical tests
0 references
optimal control
0 references
stochastic diffusion process
0 references
dynamic programming
0 references
Hamilton-Jacobi-Bellman equation
0 references
convergence
0 references
feedback controls
0 references
