Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls (Q4443045)
From MaRDI portal
scientific article; zbMATH DE number 2024326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls |
scientific article; zbMATH DE number 2024326 |
Statements
Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls (English)
0 references
8 January 2004
0 references
stochastic optimal control
0 references
principle of smooth fit
0 references
optimal stopping
0 references
diffusion processes with reflections
0 references
