Optimal ergodic control of Markov diffusion processes with minimum variance (Q5410815)
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scientific article; zbMATH DE number 6286610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal ergodic control of Markov diffusion processes with minimum variance |
scientific article; zbMATH DE number 6286610 |
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Optimal ergodic control of Markov diffusion processes with minimum variance (English)
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17 April 2014
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controlled diffusions
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ergodic control
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variance minimization
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