Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs (Q5021472)
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scientific article; zbMATH DE number 7456374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs |
scientific article; zbMATH DE number 7456374 |
Statements
Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs (English)
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13 January 2022
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error estimate with rates
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stochastic linear quadratic problem
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stochastic differential equation
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