Stochastic HJB equations and regular singular points (Q2337433)
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scientific article; zbMATH DE number 7132965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic HJB equations and regular singular points |
scientific article; zbMATH DE number 7132965 |
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Stochastic HJB equations and regular singular points (English)
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20 November 2019
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stochastic optimal control
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infinite horizon problems
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stochastic algebraic Riccati equations
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0.785031259059906
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0.7670920491218567
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0.7648133039474487
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0.7603344321250916
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