Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion |
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Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (English)
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27 January 2020
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discrete-time systems
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stochastic optimal control
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probabilistic criterion
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dynamic programming
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Bellman function
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investment portfolio management
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