Optimal discounted linear control of the Wiener process (Q755515)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3650439
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal discounted linear control of the Wiener process |
scientific article; zbMATH DE number 3650439 |
Statements
Optimal discounted linear control of the Wiener process (English)
0 references
1980
0 references
stochastic differential equations
0 references
discounted stochastic control
0 references
Bellman equation
0 references
dead zone controllers
0 references
Wiener process
0 references
discounted linear control
0 references
