Optimal control of LQG problem with an explicit trade-off between mean and variance (Q4909034)
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scientific article; zbMATH DE number 6143354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of LQG problem with an explicit trade-off between mean and variance |
scientific article; zbMATH DE number 6143354 |
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Optimal control of LQG problem with an explicit trade-off between mean and variance (English)
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12 March 2013
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stochastic optimal control
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LQG theory
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optimization
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investment science
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