Stochastic optimal control -- a concise introduction (Q2097682)
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scientific article; zbMATH DE number 7616356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control -- a concise introduction |
scientific article; zbMATH DE number 7616356 |
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Stochastic optimal control -- a concise introduction (English)
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14 November 2022
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optimal stochastic control
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variational method
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dynamic programming
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Pontryagin maximum principle
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Hamilton-Jacobi-Bellman equation
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Riccati equation
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