A direct method for solving stochastic control problems (Q352250)
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: A direct method for solving stochastic control problems |
scientific article; zbMATH DE number 6184159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct method for solving stochastic control problems |
scientific article; zbMATH DE number 6184159 |
Statements
A direct method for solving stochastic control problems (English)
0 references
4 July 2013
0 references
explicit optimal controls
0 references
stochastic control problems
0 references
linear-quadratic control problem
0 references
linear exponential quadratic Gaussian control problem
0 references
Brownian motion
0 references
