Pages that link to "Item:Q5406670"
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The following pages link to The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events (Q5406670):
Displaying 4 items.
- Markov decision processes on Borel spaces with total cost and random horizon (Q467433) (← links)
- Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon (Q1808209) (← links)
- (Q5152603) (← links)
- Numerical solution of the finite horizon stochastic linear quadratic control problem (Q5355099) (← links)