A direct method for solving stochastic control problems (Q352250)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct method for solving stochastic control problems |
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A direct method for solving stochastic control problems (English)
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4 July 2013
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explicit optimal controls
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stochastic control problems
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linear-quadratic control problem
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linear exponential quadratic Gaussian control problem
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Brownian motion
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