A numerical method for solving stochastic linear quadratic problem with a finance application (Q6097286)
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scientific article; zbMATH DE number 7694647
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| English | A numerical method for solving stochastic linear quadratic problem with a finance application |
scientific article; zbMATH DE number 7694647 |
Statements
12 June 2023
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stochastic
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quadratic
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optimal
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control
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Riccati equation
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approximation
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financial market
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0.8518579602241516
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0.8502986431121826
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0.8341283202171326
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0.8169951438903809
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0.8121196627616882
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