Some applications of linear programming formulations in stochastic control (Q1935294)
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scientific article; zbMATH DE number 6136276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some applications of linear programming formulations in stochastic control |
scientific article; zbMATH DE number 6136276 |
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Some applications of linear programming formulations in stochastic control (English)
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14 February 2013
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stochastic control
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linear programming
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HJB equations
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Zubov's method
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stochastic variational inequality
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