Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix (Q4884113)
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 898338
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix |
scientific article; zbMATH DE number 898338 |
Statements
Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix (English)
0 references
7 October 1996
0 references
jump linear quadratic Gaussian
0 references
optimal control problems
0 references
open-loop-optimal-feedback
0 references
Hamilton-Jacobi-Bellman equation
0 references
averaging
0 references
0.8283393979072571
0 references
0.8177976012229919
0 references
0.807502031326294
0 references
0.7893192172050476
0 references
