Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work (Q3919574): Difference between revisions
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Latest revision as of 01:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work |
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Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work (English)
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1981
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stochastic control theory
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stochastic maximum principle
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transformation of Wiener measure
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