Some applications of linear programming formulations in stochastic control (Q1935294)

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Some applications of linear programming formulations in stochastic control
scientific article

    Statements

    title
    Some applications of linear programming formulations in stochastic control (English)
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    author
    Dan Goreac
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    Oana-Silvia Serea
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    publication date
    14 February 2013
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    zbMATH Keywords
    stochastic control
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    linear programming
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    HJB equations
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    Zubov's method
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    stochastic variational inequality
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    cites work
    Q4375487
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    Q4670214
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    Q4795305
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    Identifiers

    Mathematics Subject Classification ID
    93E03
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    93B18
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    90C05
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    zbMATH DE Number
    6136276
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    OpenAlex ID
    W2067283326
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