Stochastic control and mathematical modeling. Applications in economics. (Q3558487)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5703893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic control and mathematical modeling. Applications in economics. |
scientific article; zbMATH DE number 5703893 |
Statements
Stochastic Control and Mathematical Modeling (English)
0 references
5 May 2010
0 references
stochastic control
0 references
stochastic differential equation
0 references
dynamic programming
0 references
Hamilton--Jacobi--Bellman equation
0 references
viscosity solution
0 references
production planning
0 references
optimal consumption/investment model
0 references
optimal pollution control
0 references
optimal stopping
0 references
0.8306837677955627
0 references
0.8231651186943054
0 references
0.818839430809021
0 references
0.8171854019165039
0 references
