Asymptotic optimal tracking: feedback strategies (Q4584679)

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scientific article; zbMATH DE number 6931424
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English
Asymptotic optimal tracking: feedback strategies
scientific article; zbMATH DE number 6931424

    Statements

    title
    Asymptotic optimal tracking: feedback strategies (English)
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    author
    Jiatu Cai
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    Mathieu Rosenbaum
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    Peter Tankov
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    published in
    Stochastics
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    publication date
    4 September 2018
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    zbMATH Keywords
    tracking problem
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    asymptotic optimality
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    feedback strategies
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    Identifiers

    Mathematics Subject Classification ID
    93B52
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    93D20
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    60G44
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    zbMATH DE Number
    6931424
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    OpenAlex ID
    W2963332746
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    arXiv ID
    1603.09472
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