Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780)
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scientific article; zbMATH DE number 6734704
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| English | Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates |
scientific article; zbMATH DE number 6734704 |
Statements
Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (English)
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22 June 2017
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controlled diffusion
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random and state-dependent discount cost rate
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Hamilton-Jacobi-Bellman equation
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verification theorem
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numerical approximation
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0.8164214491844177
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0.8096424341201782
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0.801944375038147
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0.7996566891670227
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