Solution to a class of stochastic LQ problems with bounded control (Q2391330)
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scientific article; zbMATH DE number 5586717
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| English | Solution to a class of stochastic LQ problems with bounded control |
scientific article; zbMATH DE number 5586717 |
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Solution to a class of stochastic LQ problems with bounded control (English)
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24 July 2009
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stochastic optimal control
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LQ problem
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bounded control
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Hamilton-Jacobi-Bellman equation
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0.92902505
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0.9282199
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0.92631054
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0.91764784
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0.9156462
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