A direct method for solving stochastic control problems (Q352250): Difference between revisions

@@ Property / author @@
+Bozenna Pasik-Duncan
@@ Property / author: Bozenna Pasik-Duncan / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E24
@@ Property / Mathematics Subject Classification ID: 93E24 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N10
@@ Property / Mathematics Subject Classification ID: 49N10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6184159
@@ Property / zbMATH DE Number: 6184159 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+explicit optimal controls
@@ Property / zbMATH Keywords: explicit optimal controls / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic control problems
@@ Property / zbMATH Keywords: stochastic control problems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear-quadratic control problem
@@ Property / zbMATH Keywords: linear-quadratic control problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear exponential quadratic Gaussian control problem
+Normal rank
@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
+Normal rank

Revision as of 09:40, 28 June 2023