ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung (Q3775457)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung |
scientific article |
Statements
ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung (English)
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1987
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linear stochastic differential equation
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Hilbert space
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\(\epsilon \)- optimal linear control
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optimal feedback
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