Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics (Q4705249)
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scientific article; zbMATH DE number 1380500
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| English | Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics |
scientific article; zbMATH DE number 1380500 |
Statements
Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics (English)
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19 December 1999
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controlled evolutionary stochastic systems
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asymptotic stabilization
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loss function
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Bellman principle
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semi-Markov switching
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stochastic optimal control
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0.7990704774856567
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0.7918913960456848
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0.7836707234382629
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0.7799209356307983
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