Singular ergodic control for multidimensional Gaussian processes (Q1185812)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Singular ergodic control for multidimensional Gaussian processes |
scientific article; zbMATH DE number 35849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular ergodic control for multidimensional Gaussian processes |
scientific article; zbMATH DE number 35849 |
Statements
Singular ergodic control for multidimensional Gaussian processes (English)
0 references
28 June 1992
0 references
multidimensional Wiener process
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal stationary feedback control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.96825904
0 references
0.9148812
0 references
0.91199446
0 references
0.9102788
0 references
0.9088608
0 references
0.9017111
0 references