Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise (Q5494878)
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scientific article; zbMATH DE number 6323020
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| English | Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise |
scientific article; zbMATH DE number 6323020 |
Statements
Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise (English)
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30 July 2014
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singular stochastic control
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wide-band noise driven systems
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optimal stochastic control
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approximation of stochastic systems
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0.9188182
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0.91005826
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0.90829897
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0.90766096
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0.9018111
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0.89977604
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