A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141)
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scientific article
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| English | A mixed linear quadratic optimal control problem with a controlled time horizon |
scientific article |
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A mixed linear quadratic optimal control problem with a controlled time horizon (English)
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10 September 2014
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mixed linear-quadratic optimal control problem
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diffusion processes
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optimal stopping
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maximum principle
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stochastic Riccati equations
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0.830437183380127
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0.7860546708106995
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0.7845142483711243
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0.7733573317527771
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0.7667778730392456
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