The state equations methods for stochastic control problems (Q3071784)
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scientific article; zbMATH DE number 5846795
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The state equations methods for stochastic control problems |
scientific article; zbMATH DE number 5846795 |
Statements
The State Equations Methods for Stochastic Control Problems (English)
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5 February 2011
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stochastic optimal control
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Markov chain approximation
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predictor-corrector methods
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portfolio management
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0.8238738179206848
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0.8207319378852844
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0.8193671703338623
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0.8080915212631226
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