Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448)
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scientific article; zbMATH DE number 7769521
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| English | Optimal regulator for a class of nonlinear stochastic systems with random coefficients |
scientific article; zbMATH DE number 7769521 |
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Optimal regulator for a class of nonlinear stochastic systems with random coefficients (English)
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23 November 2023
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stochastic optimal control
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nonlinear systems
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Riccati BSDEs
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optimal investment
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0.97911143
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0.97612715
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0.9338965
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0.93162596
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0.9249268
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0.9184468
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