Quadratic functionals of brownian motion, optimal control,and the “colditz” example (Q4034501)
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scientific article; zbMATH DE number 167569
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| English | Quadratic functionals of brownian motion, optimal control,and the “colditz” example |
scientific article; zbMATH DE number 167569 |
Statements
Quadratic functionals of brownian motion, optimal control,and the “colditz” example (English)
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16 May 1993
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linear optimal control
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quadratic functionals of Brownian motion
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Laplace transform
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0.7423288226127625
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0.7370889782905579
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