Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance (Q2192469)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance |
scientific article |
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Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance (English)
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17 August 2020
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operator-valued stochastic process
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HJB equation
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portfolio selection quantum stochastic LQR
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