Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948)
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scientific article; zbMATH DE number 5164886
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| English | Discretisation of stochastic control problems for continuous time dynamics with delay |
scientific article; zbMATH DE number 5164886 |
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Discretisation of stochastic control problems for continuous time dynamics with delay (English)
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14 June 2007
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stochastic delay differential equations
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stochastic optimal control
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finite-difference approximation
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0.9148792028427124
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0.8909346461296082
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