Infinite horizon stochastic optimal control problems with running maximum cost (Q4684783)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6943359
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Infinite horizon stochastic optimal control problems with running maximum cost |
scientific article; zbMATH DE number 6943359 |
Statements
Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (English)
0 references
25 September 2018
0 references
stochastic optimal control
0 references
running maximum
0 references
semi-Lagrangian schemes
0 references
convergence
0 references
viscosity solutions
0 references
dynamic programming
0 references
0 references
0 references
0 references
0 references
0 references
0.8489887118339539
0 references
0.8264156579971313
0 references
0.8027274012565613
0 references
0.801944375038147
0 references
0.7958588600158691
0 references
