The variational principle and stochastic optimal control (Q3873075)
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scientific article; zbMATH DE number 3676671
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The variational principle and stochastic optimal control |
scientific article; zbMATH DE number 3676671 |
Statements
The variational principle and stochastic optimal control (English)
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1980
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variational principle
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suboptimal control
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Girsanov methods
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martingale techniques
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