Bellman equations for scalar linear convex stochastic control problems

DOI10.4064/bc122-5zbMath1460.93107OpenAlexW3130293681MaRDI QIDQ4989144

Tyrone E. Duncan, Łukasz Stettner, Bozenna Pasik-Duncan

Publication date: 20 May 2021

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/bc122-5

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cites Work

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