Truncation as a method of parametrization and solution of stochastic control problems of optimal random duration (Q1134121)
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scientific article; zbMATH DE number 3657612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncation as a method of parametrization and solution of stochastic control problems of optimal random duration |
scientific article; zbMATH DE number 3657612 |
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Truncation as a method of parametrization and solution of stochastic control problems of optimal random duration (English)
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1978
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stochastic control problems
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optimal random duration
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method of truncation
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optimal stopping
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Bellman function
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linear control system
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quadratic performance functional
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