Stochastic Control in Discrete and Continuous Time
DOI10.1007/978-0-387-76617-1zbMATH Open1154.93001OpenAlexW1576707917MaRDI QIDQ3499237FDOQ3499237
Authors: Atle Seierstad 
Publication date: 29 May 2008
Full work available at URL: https://doi.org/10.1007/978-0-387-76617-1
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- Stabilizing composite control for a class of linear systems modeled by singularly perturbed Itô differential equations
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- Optimal control of diffusions with hard terminal state restrictions
- A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control
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