On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322)
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scientific article; zbMATH DE number 5773376
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| English | On Bellman's equations for mean and variance control of a Markov diffusion |
scientific article; zbMATH DE number 5773376 |
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On Bellman's equations for mean and variance control of a Markov diffusion (English)
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19 August 2010
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degenerate Markov diffusion
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mean and variance control
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Bellman's equation
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PDE system
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0.93167365
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0.9241145
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0.9147341
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0.9106708
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0.90981233
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0.90676796
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0.8971313
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0.8971265
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