Some applications of linear programming formulations in stochastic control (Q1935294)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some applications of linear programming formulations in stochastic control |
scientific article |
Statements
Some applications of linear programming formulations in stochastic control (English)
0 references
14 February 2013
0 references
stochastic control
0 references
linear programming
0 references
HJB equations
0 references
Zubov's method
0 references
stochastic variational inequality
0 references
0 references
0 references
0 references
